Fisher equilibrium price with a class of concave utility functions

Ning Chen; Xiaotie Deng; Xiaoming Sun; Andrew Chi Chih Yao

doi:10.1007/978-3-540-30140-0_17

Fisher equilibrium price with a class of concave utility functions

Ning Chen
, Xiaotie Deng
, Xiaoming Sun
, Andrew Chi Chih Yao

电子与信息学部

Fudan University
City University of Hong Kong
Tsinghua University

科研成果: 书/报告/会议事项章节 › 章节 › 同行评审

15 引用（Scopus）

摘要

In this paper we study efficient algorithms for computing equilibrium price in the Fisher model for a class of nonlinear concave utility functions, the logarithmic utility functions. We derive a duality relation between buyers and sellers under such utility functions, and use it to design a polynomial time algorithm for calculating equilibrium price, for the special case when either the number of sellers or the number of buyers is bounded by a constant.

源语言	英语
主期刊名	Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
编辑	Susanne Albers, Tomasz Radzik
出版商	Springer Verlag
页	169-179
页数	11
ISBN（印刷版）	3540230254, 9783540230250
DOI	https://doi.org/10.1007/978-3-540-30140-0_17
出版状态	已出版 - 2004

丛书

姓名	Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
卷	3221
ISSN（印刷版）	0302-9743
ISSN（电子版）	1611-3349

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10.1007/978-3-540-30140-0_17

其它文件与链接

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引用此

Chen, N., Deng, X., Sun, X., & Yao, A. C. C. (2004). Fisher equilibrium price with a class of concave utility functions. 在 S. Albers, & T. Radzik (版本), Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics) (页码 169-179). (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics); 卷 3221). Springer Verlag. https://doi.org/10.1007/978-3-540-30140-0_17

Chen, Ning ; Deng, Xiaotie ; Sun, Xiaoming 等. / Fisher equilibrium price with a class of concave utility functions. Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics). 编辑 / Susanne Albers ; Tomasz Radzik. Springer Verlag, 2004. 页码 169-179 (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)).

@inbook{7d4aed3e1b9b4731a71f110dfa32a7d1,

title = "Fisher equilibrium price with a class of concave utility functions",

abstract = "In this paper we study efficient algorithms for computing equilibrium price in the Fisher model for a class of nonlinear concave utility functions, the logarithmic utility functions. We derive a duality relation between buyers and sellers under such utility functions, and use it to design a polynomial time algorithm for calculating equilibrium price, for the special case when either the number of sellers or the number of buyers is bounded by a constant.",

author = "Ning Chen and Xiaotie Deng and Xiaoming Sun and Yao, \{Andrew Chi Chih\}",

year = "2004",

doi = "10.1007/978-3-540-30140-0\_17",

language = "英语",

isbn = "3540230254",

series = "Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)",

publisher = "Springer Verlag",

pages = "169--179",

editor = "Susanne Albers and Tomasz Radzik",

booktitle = "Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)",

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Chen, N, Deng, X, Sun, X & Yao, ACC 2004, Fisher equilibrium price with a class of concave utility functions. 在 S Albers & T Radzik (版本), Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics). Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics), 卷 3221, Springer Verlag, 页码 169-179. https://doi.org/10.1007/978-3-540-30140-0_17

Fisher equilibrium price with a class of concave utility functions. / Chen, Ning; Deng, Xiaotie; Sun, Xiaoming 等.
Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics). 编辑 / Susanne Albers; Tomasz Radzik. Springer Verlag, 2004. 页码 169-179 (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics); 卷 3221).

科研成果: 书/报告/会议事项章节 › 章节 › 同行评审

TY - CHAP

T1 - Fisher equilibrium price with a class of concave utility functions

AU - Chen, Ning

AU - Deng, Xiaotie

AU - Sun, Xiaoming

AU - Yao, Andrew Chi Chih

PY - 2004

Y1 - 2004

N2 - In this paper we study efficient algorithms for computing equilibrium price in the Fisher model for a class of nonlinear concave utility functions, the logarithmic utility functions. We derive a duality relation between buyers and sellers under such utility functions, and use it to design a polynomial time algorithm for calculating equilibrium price, for the special case when either the number of sellers or the number of buyers is bounded by a constant.

AB - In this paper we study efficient algorithms for computing equilibrium price in the Fisher model for a class of nonlinear concave utility functions, the logarithmic utility functions. We derive a duality relation between buyers and sellers under such utility functions, and use it to design a polynomial time algorithm for calculating equilibrium price, for the special case when either the number of sellers or the number of buyers is bounded by a constant.

UR - https://www.scopus.com/pages/publications/35048821454

U2 - 10.1007/978-3-540-30140-0_17

DO - 10.1007/978-3-540-30140-0_17

M3 - 章节

AN - SCOPUS:35048821454

SN - 3540230254

SN - 9783540230250

T3 - Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)

SP - 169

EP - 179

BT - Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)

A2 - Albers, Susanne

A2 - Radzik, Tomasz

PB - Springer Verlag

ER -

Chen N, Deng X, Sun X, Yao ACC. Fisher equilibrium price with a class of concave utility functions. 在 Albers S, Radzik T, 编辑, Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics). Springer Verlag. 2004. 页码 169-179. (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)). doi: 10.1007/978-3-540-30140-0_17

Fisher equilibrium price with a class of concave utility functions

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