摘要翻译:
本文研究了用同伦方法计算纯交换经济和纯生产经济中均衡的可能性。在一般均衡模型文献中已知均衡的算例上验证了算法的性能,并给出了数值结果。在计算均衡时,经济将用超额需求函数来表示。
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英文标题:
《Computing Economic Equilibria by a Homotopy Method》
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作者:
Zoltan Pap
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最新提交年份:
2011
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分类信息:
一级分类:Quantitative Finance 数量金融学
二级分类:Computational Finance 计算金融学
分类描述:Computational methods, including Monte Carlo, PDE, lattice and other numerical methods with applications to financial modeling
计算方法,包括蒙特卡罗,偏微分方程,格子和其他数值方法,并应用于金融建模
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一级分类:Mathematics 数学
二级分类:Optimization and Control 优化与控制
分类描述:Operations research, linear programming, control theory, systems theory, optimal control, game theory
运筹学,线性规划,控制论,系统论,最优控制,博弈论
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英文摘要:
In this paper the possibility of computing equilibrium in pure exchange and production economies by a homotopy method is investigated. The performance of the algorithm is tested on examples with known equilibria taken from the literature on general equilibrium models and numerical results are presented. In computing equilibria, economy will be specified by excess demand function.
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PDF链接:
https://arxiv.org/pdf/1110.5144