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Related papers: Computing Economic Equilibria by a Homotopy Method

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This paper gives a constructive treatment of McKenzie's theorem on the existence of general equilibria. While the full theorem does not admit a constructive proof, and hence does not admit a computational realisation, we show that if we…

Logic · Mathematics 2016-11-09 Matthew Hendtlass , Nazar Miheisi

We show that a large effective number of commodities can be a source of equilibrium stability and uniqueness: expanding substitution opportunities strengthens aggregate substitution effects. We study finite dated-commodity exchange…

Theoretical Economics · Economics 2026-05-05 Xinyang Wang

We consider the concept of equilibrium in economic systems from statistical mechanics viewpoint. A new method is suggested for computing the premium on this basis. The B\"{u}hlmann economic premium principle is derived as a special case of…

Statistical Mechanics · Physics 2008-12-10 Amir H. Darooneh

We extend the Exchange Fluctuation Theorem for energy exchange between thermal quantum systems beyond the assumption of molecular chaos, and describe the non-equilibrium exchange dynamics of correlated quantum states. The relation…

Quantum Physics · Physics 2015-10-14 Sania Jevtic , David Jennings , Terry Rudolph , Yuji Hirono , Shojun Nakayama , Mio Murao

Nash equilibrium is one of the most influential solution concepts in game theory. With the development of computer science and artificial intelligence, there is an increasing demand on Nash equilibrium computation, especially for Internet…

Computer Science and Game Theory · Computer Science 2023-12-19 Hanyu Li , Wenhan Huang , Zhijian Duan , David Henry Mguni , Kun Shao , Jun Wang , Xiaotie Deng

In this paper, we extend and improve the production chain model introduced by Kikuchi et al. (2018). Utilizing the theory of monotone concave operators, we prove the existence, uniqueness, and global stability of equilibrium price, hence…

Theoretical Economics · Economics 2019-08-23 Meng Yu , Junnan Zhang

Ergotropy, as a measure for extractable work from a quantum system, has garnered significant attention due to its relevance in quantum thermodynamics and information processing. In this work, the dynamics of ergotropy will be investigated…

Quantum Physics · Physics 2024-06-04 Maryam Hadipour , Soroush Haseli

Equilibrium in Economics has been seldom addressed in a situation where some variables are discrete. This work introduces a problem related to lot-sizing with several players, and analyses some strategies which are likely to be found in…

Computer Science and Game Theory · Computer Science 2016-04-28 João Pedro Pedroso , Yves Smeers

This paper explores the design of a balanced data-sharing marketplace for entities with heterogeneous datasets and machine learning models that they seek to refine using data from other agents. The goal of the marketplace is to encourage…

Computer Science and Game Theory · Computer Science 2024-01-25 Aditya Bhaskara , Sreenivas Gollapudi , Sungjin Im , Kostas Kollias , Kamesh Munagala , Govind S. Sankar

This paper has two central aims: first, to provide simple conditions under which the generalized games in choice form and, consequently, the abstract economies, admit equilibrium; second, to study the solvability of several types of systems…

Optimization and Control · Mathematics 2016-05-17 Monica Patriche

We develop a formalism to study linearized perturbations around the equilibria of a pure exchange economy. With the use of mean field theory techniques, we derive equations for the flow of products in an economy driven by heterogeneous…

Trading and Market Microstructure · Quantitative Finance 2015-05-13 Samuel E. Vazquez , Simone Severini

We study the competitive equilibrium of large random economies with linear activities using methods of statistical mechanics. We focus on economies with $C$ commodities, $N$ firms, each running a randomly drawn linear technology, and one…

Statistical Mechanics · Physics 2008-12-10 A. De Martino , M. Marsili , I. Pérez Castillo

We propose a distributed algorithm to compute an equilibrium in aggregate games where players communicate over a fixed undirected network. Our algorithm exploits correlated perturbation to obfuscate information shared over the network. We…

Optimization and Control · Mathematics 2019-12-16 Shripad Gade , Anna Winnicki , Subhonmesh Bose

We address the question of how a quantum computer can be used to simulate experiments on quantum systems in thermal equilibrium. We present two approaches for the preparation of the equilibrium state on a quantum computer. For both…

Quantum Physics · Physics 2009-10-31 Barbara M. Terhal , David P. DiVincenzo

Economic model predictive control has been proposed as a means for solving the unit loading and unit allocation problem in multi-chiller cooling plants. The adjective economic stems from the use of financial cost due to electricity…

Systems and Control · Electrical Eng. & Systems 2025-12-19 Manuel G. Satué , Manuel R. Arahal , Luis F. Acedo , Manuel G. Ortega

We show that the widely used homotopy method for solving fixpoint problems, as well as the Harsanyi-Selten equilibrium selection process for games, are PSPACE-complete to implement. Extending our result for the Harsanyi-Selten process, we…

Computer Science and Game Theory · Computer Science 2011-08-05 Paul W. Goldberg , Christos H. Papadimitriou , Rahul Savani

How much knowledge is there in an economy? In recent years, data on the mix of products that countries export has been used to construct measures of economic complexity that estimate the knowledge available in an economy and predict future…

Economics · Quantitative Finance 2017-07-26 Saleh Albeaik , Mary Kaltenberg , Mansour Alsaleh , Cesar A. Hidalgo

Economies and societal structures in general are complex stochastic systems which may not lend themselves well to algebraic analysis. An addition of subjective value criteria to the mechanics of interacting agents will further complicate…

General Finance · Quantitative Finance 2018-12-07 Dmitriy Volinskiy , Lana Cuthbertson , Omid Ardakanian

The correctness of Harrods model in the differential form is studied. The inadequacy of exponential growth of economy is shown; an alternative result is obtained. By example of Phillips model, an approach to correction of macroeconomic…

General Finance · Quantitative Finance 2010-03-24 S. I. Chernyshov , A. V. Voronin , S. A. Razumovsky

We derive a geometrical expression of the excess entropy production for quasi-static transitions between nonequilibrium steady states of Markovian jump processes, which can be exactly applied to nonlinear and nonequilibrium situations. The…

Statistical Mechanics · Physics 2015-05-30 Takahiro Sagawa , Hisao Hayakawa
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