Stochastic Newton-like methods for computing equilibria in general equilibrium models

MaRDI QIDQ545936zbMATH OpenFDO

Authors Nataša Krejić, Zorana Luzanin, Zoran Ovcin

Publication date 24 June 2011

Published in Computational and Applied Mathematics (Search for Journal in Brave)

zbMATH Keywords

convergencegeneral equilibrium modelNewton-like methodnumerical examplesnumerical resultsprice equilibrium modelsystem of nonlinear equations

Mathematics Subject Classification ID

Numerical computation of solutions to systems of equations (65H10) General equilibrium theory (91B50)

Recommendations

• Computing equilibria in general equilibrium models via interior-point methods
• Computational experience with general equilibrium problems
• Computing Equilibria in Finance Economies
• A note on solving general equilibrium problems with variational inequality techniques
• Computing equilibria in stochastic finance economies

Cited in

(2)

• A mean-variance acreage model
• Approximate Generalizations and Computational Experiments

This page was built for publication: Stochastic Newton-like methods for computing equilibria in general equilibrium models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q545936)