@Article{JCM-28-5,
author = {},
title = {On Equilibrium Pricing as Convex Optimization},
journal = {Journal of Computational Mathematics},
year = {2010},
volume = {28},
number = {5},
pages = {569--578},
abstract = {<p style="text-align: justify;">We study competitive economy equilibrium computation. We show that, for the first time, the equilibrium sets of the following two markets: 1. A mixed Fisher and Arrow-Debreu market with homogeneous and log-concave utility functions; 2. The Fisher and Arrow-Debreu markets with several classes of concave non-homogeneous utility functions; are convex or log-convex. Furthermore, an equilibrium can be computed as convex optimization by an interior-point algorithm in polynomial time.</p>},
issn = {1991-7139},
doi = {https://doi.org/10.4208/jcm.1003-m0001},
url = {https://global-sci.com/article/84829/on-equilibrium-pricing-as-convex-optimization}
}