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A finite algorithm for the linear exchange model

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  • Eaves, B. Curtis

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  • Eaves, B. Curtis, 1976. "A finite algorithm for the linear exchange model," Journal of Mathematical Economics, Elsevier, vol. 3(2), pages 197-203, July.
    • Handle: RePEc:eee:mateco:v:3:y:1976:i:2:p:197-203
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    Cited by:

    1. Bottazzi, Jean-Marc & De Meyer, Bernard, 2003. "A market game for assets and taxed investors," Journal of Mathematical Economics, Elsevier, vol. 39(5-6), pages 657-675, July.
    2. J. M. Bonnisseau & M. Florig & A. Jofré, 2001. "Differentiability of Equilibria for Linear Exchange Economies," Journal of Optimization Theory and Applications, Springer, vol. 109(2), pages 265-288, May.
    3. Monique Florenzano & Emma Moreno-García, 2001. "Linear exchange economies with a continuum of agents," Spanish Economic Review, Springer;Spanish Economic Association, vol. 3(4), pages 253-272.
    4. J. M. Bonnisseau & M. Florig & A. Jofré, 2001. "Continuity and Uniqueness of Equilibria for Linear Exchange Economies," Journal of Optimization Theory and Applications, Springer, vol. 109(2), pages 237-263, May.
    5. Jugal Garg & Ruta Mehta & Vijay V. Vaziranic, 2018. "Substitution with Satiation: A New Class of Utility Functions and a Complementary Pivot Algorithm," Mathematics of Operations Research, INFORMS, vol. 43(3), pages 996-1024, August.
    6. Rahul Garg & Sanjiv Kapoor, 2006. "Auction Algorithms for Market Equilibrium," Mathematics of Operations Research, INFORMS, vol. 31(4), pages 714-729, November.
    7. Zukui Li & Marianthi Ierapetritou, 2010. "A method for solving the general parametric linear complementarity problem," Annals of Operations Research, Springer, vol. 181(1), pages 485-501, December.
    8. Devanur, Nikhil R. & Garg, Jugal & Végh, László A., 2016. "A rational convex program for linear Arrow-Debreu markets," LSE Research Online Documents on Economics 69224, London School of Economics and Political Science, LSE Library.
    9. Shikhman, V. & Nesterov, Yu. & Ginsburgh, V., 2018. "Power method tâtonnements for Cobb–Douglas economies," Journal of Mathematical Economics, Elsevier, vol. 75(C), pages 84-92.
    10. Primak, M. E., 1993. "A converging algorithm for a linear exchange model," Journal of Mathematical Economics, Elsevier, vol. 22(2), pages 181-187.
    11. Yang Zhan & Peixuan Li & Chuangyin Dang, 2020. "A differentiable path-following algorithm for computing perfect stationary points," Computational Optimization and Applications, Springer, vol. 76(2), pages 571-588, June.
    12. Gaël Giraud, 2004. "The limit-price exchange process," Cahiers de la Maison des Sciences Economiques b04118, Université Panthéon-Sorbonne (Paris 1).
    13. M. Florig, 2004. "Equilibrium Correspondence of Linear Exchange Economies," Journal of Optimization Theory and Applications, Springer, vol. 120(1), pages 97-109, January.
    14. Simina Br^anzei & Fedor Sandomirskiy, 2019. "Algorithms for Competitive Division of Chores," Papers 1907.01766, arXiv.org, revised Jul 2023.

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