Ascending-Price Algorithms for Unknown Markets

Bei, XH; Garg, J; Hoefer, M

Bei, XH (reprint author), Nanyang Technol Univ, Sch Phys & Math Sci, Div Math Sci, Singapore 637371, Singapore.

ACM TRANSACTIONS ON ALGORITHMS, 2019; 15 (3):

Abstract

We design a simple ascending-price algorithm to compute a (1 + epsilon)-approximate equilibrium in Arrow-Debreu markets with weak gross substitute pro......

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