A Note on Equilibrium Pricing as Convex Optimization
نویسندگان
چکیده
We study equilibrium computation for exchange markets. We show that the market equilibrium of either of the following two markets: 1. The Fisher market with several classes of concave non-homogeneous utility functions; 2. A mixed Fisher and Arrow-Debreu market with homogeneous and log-concave utility functions can be computed as convex programming and by interior-point algorithms in polynomial time.
منابع مشابه
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تاریخ انتشار 2007