Results 1  10
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41
A primaldual algorithm for computing Fisher equilibrium in absence of gross substitutability property
 In Proceedings of wine
, 2005
"... Abstract. We provide the first strongly polynomial time exact combinatorial algorithm to compute Fisher equilibrium for the case when utility functions do not satisfy the Gross substitutability property. The motivation for this comes from the work of Kelly, Maulloo, and Tan [15] and Kelly and Vazira ..."
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Cited by 9 (4 self)
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Abstract. We provide the first strongly polynomial time exact combinatorial algorithm to compute Fisher equilibrium for the case when utility functions do not satisfy the Gross substitutability property. The motivation for this comes from the work of Kelly, Maulloo, and Tan [15] and Kelly
An AuctionBased Market Equilibrium Algorithm for the Separable Gross Substitutability Case
 In Proc. APPROX
, 2004
"... Abstract. We present an auctionbased algorithm for computing market equilibrium prices in a production model, in which producers have a single linear production constraint, and consumers have linear utility functions. We provide algorithms for both the Fisher and ArrowDebreu versions of the proble ..."
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Cited by 16 (3 self)
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Abstract. We present an auctionbased algorithm for computing market equilibrium prices in a production model, in which producers have a single linear production constraint, and consumers have linear utility functions. We provide algorithms for both the Fisher and ArrowDebreu versions
Computing equilibria in a fisher market with linear singleconstraint production units
, 2005
"... We study the problem of computing equilibrium prices in a Fisher market with linear utilities and linear singleconstraint production units. This setting naturally appears in ad pricing where the sum of the lengths of the displayed ads is constrained not to exceed the available ad space. There are ..."
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Cited by 3 (0 self)
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. There are three approaches to solve market equilibrium problems: convex programming, auctionbased algorithms, and primaldual. Jain, Vazirani, and Ye recently proposed a solution using convex programming for the problem with an arbitrary number of production constraints. A recent paper by Kapoor, Mehta
Market equilibrium via the excess demand function
 In Proceedings STOC’05
, 2005
"... We consider the problem of computing market equilibria and show three results. (i) For exchange economies satisfying weak gross substitutability we analyze a simple discrete version of tâtonnement, and prove that it converges to an approximate equilibrium in polynomial time. This is the first polyno ..."
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Cited by 30 (2 self)
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, by developing a polynomial time algorithm that applies well beyond the homothetic case and the gross substitutability case. (iii) For production economies, we obtain the first polynomialtime algorithms for computing an approximate equilibrium when the consumers ’ side of the economy satisfies weak gross
Computing Equilibrium Prices in Exchange Economies with Tax Distortions
"... We consider the computation of equilibrium prices in market settings where purchases of goods are subject to taxation. While this scenario is the standard one in applied computational work, so far it has not been an object of study in theoretical computer science. Taxes introduce significant distort ..."
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Cited by 1 (0 self)
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) representative consumers. We take advantage of this property to develop polynomial time algorithms, in spite of the presence of multiple disconnected equilibria. • To obtain the result above, we develop a technique to estimate the sensitivity of Fisher’s
Indivisible Markets with Good Approximate Equilibrium Prices
, 2007
"... This paper considers the tradeoff between divisibility and the hardness of approximating equilibrium prices. Tight bounds are obtained for smooth Fisher markets that obey a relaxed weak gross substitutes property (WGS). A smooth market is one in which small changes in prices cause only proportionate ..."
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Cited by 2 (2 self)
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This paper considers the tradeoff between divisibility and the hardness of approximating equilibrium prices. Tight bounds are obtained for smooth Fisher markets that obey a relaxed weak gross substitutes property (WGS). A smooth market is one in which small changes in prices cause only
port Vector Machines, Kernel Fisher Discriminant analysis
"... Abstract  This review provides an introduction to Sup ..."
Electronic Colloquium on Computational Complexity, Report No. 17 (2007) Indivisible Markets with Good Approximate Equilibrium Prices ∗
"... This paper considers the tradeoff between divisibility and the hardness of approximating equilibrium prices. Tight bounds are obtained for smooth Fisher markets that obey a relaxed weak gross substitutes property (WGS). A smooth market is one in which small changes in prices cause only proportionate ..."
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This paper considers the tradeoff between divisibility and the hardness of approximating equilibrium prices. Tight bounds are obtained for smooth Fisher markets that obey a relaxed weak gross substitutes property (WGS). A smooth market is one in which small changes in prices cause only
A Fast and Simple Algorithm for Computing Market Equilibria
"... We give a new mathematical formulation of market equilibria using an indirect utility function: the function of prices and income that gives the maximum utility achievable. The formulation is a convex program and can be solved when the indirect utility function is convex in prices. We illustrate th ..."
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Cited by 8 (1 self)
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computes an approximate equilibrium in a number of iterations that is independent of the number of traders and is almost linear in the number of goods. Interestingly, our algorithm applies to certain classes of utility functions that are not weak gross substitutes.
Fastconverging tatonnement algorithms for onetime and ongoing market problems
 In Symposium on Theory of Computing (STOC 2008
, 2008
"... Why might markets tend toward and remain near equilibrium prices? In an effort to shed light on this question from an algorithmic perspective, this paper formalizes the setting of Ongoing Markets, by contrast with the classic market scenario, which we term OneTime Markets. The Ongoing Market allows ..."
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Cited by 18 (2 self)
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) from an arbitrary starting point. Our algorithm introduces a new and natural update rule. We show that this update rule leads to fast convergence toward equilibrium prices in a broad class of markets that satisfy the weak gross substitutes property. These are the first analyses for computationally
Results 1  10
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41