20 search results - page 1 / 4 » On-Line Algorithms for Market Equilibria |
COCOON
2005
Springer
13 years 6 months ago
2005
Springer
We consider a variation of the classical problem of finding prices which guarantee equilibrium in linear markets consisting of divisible goods and agents with money. Specificall...
COLT
2003
Springer
13 years 9 months ago
2003
Springer
This paper extends the game-theoretic notion of internal regret to the case of on-line potfolio selection problems. New sequential investment strategies are designed to minimize th...
WINE
2005
Springer
13 years 10 months ago
2005
Springer
This paper studies the equilibrium property and algorithmic complexity of the exchange market equilibrium problem with concave piece-wise linear functions, which include linear an...
SODA
2012
ACM
11 years 7 months ago
2012
ACM
A Nash Equilibrium is a joint strategy profile at which each agent myopically plays a best response to the other agents’ strategies, ignoring the possibility that deviating fro...
FOCS
2008
IEEE
13 years 4 months ago
2008
IEEE
We consider markets in the classical Arrow-Debreu model. There are n agents and m goods. Each buyer has a concave utility function (of the bundle of goods he/she buys) and an init...