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

@article{citeulike:2197274, abstract = {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.}, author = {Huang, Li-Sha }, citeulike-article-id = {2197274}, doi = {10.1007/s00453-007-9102-x}, journal = {Algorithmica}, keywords = {algorithms, game, math}, posted-at = {2008-01-05 15:54:20}, priority = {2}, title = {A Primal-Dual Algorithm for the Computation of Market Equilibrium with Logarithmic Utility Functions}, url = {http://dx.doi.org/10.1007/s00453-007-9102-x} }

TY - JOUR ID - citeulike:2197274 L3 - citeulike-article-id:2197274 TI - A Primal-Dual Algorithm for the Computation of Market Equilibrium with Logarithmic Utility Functions JF - Algorithmica N2 - 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. KW - algorithms KW - game KW - math AU - Huang, Li-Sha UR - http://dx.doi.org/10.1007/s00453-007-9102-x ER -