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

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

Abstract 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.

Li-Sha Huang

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