A Primal-Dual Algorithm for the Computation of Market Equilibrium with Logarithmic Utility Functions

被引：0
|
作者：
Li-Sha Huang
机构：
[1] Tsinghua University,State Key Laboratory of Intelligent Technology and Systems, Department of Computer Science and Technology
来源：
Algorithmica | 2008年 / 51卷
关键词：
Market equilibrium; Primal-dual algorithm;
D O I：
暂无
中图分类号：
学科分类号：
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 well in experimental tests.
引用
收藏
页码：357 / 366
页数：9
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