Continuity Properties of Equilibria in Some Fisher and Arrow-Debreu Market Models

Authors:
Vijay V. Vazirani;Lei Wang
Affiliations:
College of Computing, Georgia Institute of Technology, Atlanta 30332---0280;College of Computing, Georgia Institute of Technology, Atlanta 30332---0280
Venue:
WINE '09 Proceedings of the 5th International Workshop on Internet and Network Economics
Year:
2009

Citing 3
Cited 1

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Market equilibrium via a primal--dual algorithm for a convex program

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Continuity properties of equilibrium prices and allocations in linear fisher markets

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Abstract

Following up on the work of Megiddo and Vazirani [10], who determined continuity properties of equilibrium prices and allocations for perhaps the simplest market model, Fisher's linear case, we do the same for: Fisher's model with piecewise-linear, concave utilities Fisher's model with spending constraint utilities Arrow-Debreu's model with linear utilities Eisenberg-Gale markets.