A simple approximation algorithm for computing Arrow-Debreu prices

DOI10.1287/OPRE.1120.1113MaRDI QIDQ4904586zbMATH OpenOpenAlexDBLPWikidataFDO

Authors Mehdi Ghiyasvand, James B. Orlin

Publication date 30 January 2013

Published in Operations Research (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/67423a9cce0c1c0f5570c15325b2e9f460283e46

zbMATH Keywords

market equilibriumnetwork optimizationarrow-debreu market

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26) Noncooperative games (91A10)

Recommendations

• FST TCS 2003: Foundations of Software Technology and Theoretical Computer Science
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Cited in

(11)

• Asynchronous algorithms for computing equilibrium prices in a capital asset pricing model
• An improved combinatorial polynomial algorithm for the linear Arrow-Debreu market
• Ascending-price algorithms for unknown markets
• Approximating market equilibria
• Combinatorial algorithms for general linear Arrow-Debreu markets
• Learning Theory
• FST TCS 2003: Foundations of Software Technology and Theoretical Computer Science
• Computing and Combinatorics
• A Polynomial Time Algorithm for Computing an Arrow–Debreu Market Equilibrium for Linear Utilities
• An alternating algorithm for finding linear Arrow-Debreu market equilibria
• Computing equilibrium prices for a capital asset pricing model with heterogeneous beliefs and margin-requirement constraints

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