A complementary pivot algorithm for markets under separable, piecewise-linear concave utilities

DOI10.1145/2213977.2214068MaRDI QIDQ5415531zbMATH OpenOpenAlexFDO

Authors

Publication date 13 May 2014

Published in Proceedings of the forty-fourth annual ACM symposium on Theory of computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1145/2213977.2214068

zbMATH Keywords

piecewise-linear concave utilitiesseparable

Mathematics Subject Classification ID

Linear programming (90C05) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Utility theory (91B16) Auctions, bargaining, bidding and selling, and other market models (91B26)

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(10)

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• Substitution with satiation: a new class of utility functions and a complementary pivot algorithm
• Dichotomies in equilibrium computation, and complementary pivot algorithms for a new class of non-separable utility functions
• Dichotomies in equilibrium computation and membership of PLC markets in FIXP
• On computability of equilibria in markets with production
• Towards polynomial simplex-like algorithms for market equilibria

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