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» Computing Equilibria in Finance Economies
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Lecture Notes
516views
15 years 7 months ago
Financial Economics
These notes cover several topics such as The classic capital asset pricing model, The CAPM in general equilibrium, Infinite horizon economies, Continuous time models, Asset pricing...
Antonio Mele
WINE
2007
Springer
161views Economy» more  WINE 2007»
14 years 2 months ago
New Algorithms for Approximate Nash Equilibria in Bimatrix Games
Abstract. We consider the problem of computing additively approximate Nash equilibria in non-cooperative two-player games. We provide a new polynomial time algorithm that achieves ...
Hartwig Bosse, Jaroslaw Byrka, Evangelos Markakis
ACMICEC
2007
ACM
225views ECommerce» more  ACMICEC 2007»
14 years 17 days ago
The game of scale: decision making with economies of scale
While diffusion of innovation topics in economics and majority games in game theory have been widely studied, the impact of economy-of-scale effects in aggregated decision making ...
Christopher J. Hazard, Peter R. Wurman
AMC
2007
102views more  AMC 2007»
13 years 8 months ago
Existence and computation of short-run equilibria in economic geography
The new economic geography literature provides a general equilibrium framework that explains the emergence of economic agglomerations as a trade-off between increasing returns at...
Nicos G. Pavlidis, Michael N. Vrahatis, P. Mossay
SIAMCOMP
2010
174views more  SIAMCOMP 2010»
13 years 7 months ago
On the Complexity of Nash Equilibria and Other Fixed Points
We reexamine what it means to compute Nash equilibria and, more generally, what it means to compute a fixed point of a given Brouwer function, and we investigate the complexity o...
Kousha Etessami, Mihalis Yannakakis