A practical algorithm for the computation of market equilibrium with logarithmic utility functions - (Extended abstract)

被引:0
|
作者
Huang, LS [1 ]
机构
[1] Tsinghua Univ, Dept Comp Sci & Technol, State Key Lab Intelligent Technol & Syst, Beijing 10084, Peoples R China
来源
ALGORITHMS AND COMPUTATION | 2005年 / 3827卷
关键词
D O I
暂无
中图分类号
TP301 [理论、方法];
学科分类号
081202 ;
摘要
We develop an algorithm for computing the equilibrium price in the Fisher's exchange market model with logarithmic utility functions. The algorithm is proved to converge to the equilibrium price in finite time and performs better than existing polynomial-time algorithms in experimental tests.
引用
收藏
页码:463 / 472
页数:10
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