Tatonnement beyond gross substitutes? Gradient descent to the rescue

DOI10.1145/2488608.2488633MaRDI QIDQ5495789zbMATH OpenOpenAlexFDO

Authors Yun Kuen Cheung, Nikhil R. Devanur, Richard Cole

Publication date 7 August 2014

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

Full work available at URL https://doi.org/10.1145/2488608.2488633

zbMATH Keywords

equilibriagradient descentmarkettatonnement

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26) General equilibrium theory (91B50)

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• A consumer-theoretic characterization of Fisher market equilibria
• Convergence of incentive-driven dynamics in Fisher markets
• Tatonnement beyond gross substitutes? Gradient descent to the rescue
• Markets for public decision-making
• Fully asynchronous stochastic coordinate descent: a tight lower bound on the parallelism achieving linear speedup
• Welfare maximization with production costs: a primal dual approach
• Computing Walrasian equilibria: fast algorithms and structural properties
• Generalized mirror descents in congestion games
• Combinatorial Walrasian equilibrium
• Ascending-price algorithms for unknown markets
• Amortized Analysis of Asynchronous Price Dynamics
• On stability and learning of competitive equilibrium in generalized Fisher market models: a variational inequality approach

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