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Related papers: Computing Economic Equilibria by a Homotopy Method

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Economic engineering is a new field wherein economic systems are modelled in the same manner as traditional mechanical and electrical engineering systems. In this paper, we use Newton's theory of motion as the basis for the theory of…

Systems and Control · Electrical Eng. & Systems 2023-10-27 Max Mendel

We propose a formulation of a general-sum bimatrix game as a bipartite directed graph with the objective of establishing a correspondence between the set of the relevant structures of the graph (in particular elementary cycles) and the set…

Computer Science and Game Theory · Computer Science 2007-05-23 Raghav Aras , Alain Dutech , François Charpillet

Recent advances have shown that the circuit simulation algorithms that allow for solving highly nonlinear circuits of over one billion variables can be applicable to power system simulation and optimization problems through the use of an…

Signal Processing · Electrical Eng. & Systems 2019-04-11 Marko Jereminov , Athanasios Terzakis , Martin Wagner , Amritanshu Pandey , Larry Pileggi

Equilibrium states are natural dynamical analogues of Gibbs states in thermodynamic formalism. This paper investigates their computability within the framework of Computable Analysis. We show that the unique equilibrium state for a…

Dynamical Systems · Mathematics 2025-08-28 Ilia Binder , Qiandu He , Zhiqiang Li , Yiwei Zhang

We construct a theoretical model for equilibrium distribution of workers across sectors with different labor productivity, assuming that a sector can accommodate a limited number of workers which depends only on its productivity. A general…

Statistical Finance · Quantitative Finance 2012-05-14 Hideaki Aoyama , Hiroshi Iyetomi , Hiroshi Yoshikawa

Adam Smith's inquiry into the emergence and stability of the self-organization of the division of labor in commodity production and exchange is considered using statistical equilibrium methods from statistical physics. We develop a…

Theoretical Economics · Economics 2024-09-17 Ellis Scharfenaker , Bruno Theodosio , Duncan K. Foley

We propose new results for the existence and uniqueness of a general nonparametric and nonseparable competitive equilibrium with substitutes. These results ensure the invertibility of a general competitive system. The existing literature…

General Economics · Economics 2023-09-21 Liang Chen , Eugene Choo , Alfred Galichon , Simon Weber

Various formulations of counterfactual general equilibrium in economies -- systems of actors manipulating economic goods -- are logically and mathematically analyzed. Evenly-rotating economies are systems whose evolution is stable, steady,…

Adaptation and Self-Organizing Systems · Physics 2013-06-26 Leonid A. Shapiro

We propose a simple semi-discrete spatial model where rents, wages and the density of population in a city can be deduced from free-mobility and equilibrium conditions on the labour and residential housing markets. We prove existence and…

Optimization and Control · Mathematics 2022-07-27 Yves Achdou , Guillaume Carlier , Quentin Petit , Daniela Tonon

Homotopy limits and colimits are homotopical replacements for the usual limits and colimits of category theory, which can be approached either using classical explicit constructions or the modern abstract machinery of derived functors. Our…

Algebraic Topology · Mathematics 2009-07-01 Michael Shulman

There are only a very few known relations in statistical dynamics that are valid for systems driven arbitrarily far-from-equilibrium. One of these is the fluctuation theorem, which places conditions on the entropy production probability…

Statistical Mechanics · Physics 2009-09-25 Gavin E. Crooks

In this article, we apply Homotopy Perturbation Method (HPM) for solving three coupled non-linear equations which play an important role in biosystems. To illustrate the capability and reliability of this method. Numerical example is given…

Dynamical Systems · Mathematics 2014-10-17 P. K. Bera , S. Sarwardi , Md. A. Khan

The following notes contain a computer simulation concerning effective competition in an evolutionary environment. The scope is to underline the existence of a side effect pertaining to the competitive processes: the tendency toward an…

Computers and Society · Computer Science 2007-05-23 Michele Tucci

A well-known feature of overlapping generations economies is that the First Welfare Theorem fails and equilibrium may be inefficient. The Cass (1972) criterion furnishes a necessary and sufficient condition for efficiency, but it does not…

Theoretical Economics · Economics 2026-05-15 Leandro Lyra Braga Dognini

This paper investigates the efficiency loss in social cost caused by strategic bidding behavior of individual participants in a supply-demand balancing market, and proposes a mechanism to fully recover equilibrium social optimum via…

Optimization and Control · Mathematics 2021-06-22 Kaiying Lin , Beibei Wang , Pengcheng You

The total entropy production fluctuations are studied in some exactly solvable models. For these systems, the detailed fluctuation theorem holds even in the transient state, provided initially the system is prepared in thermal equilibrium.…

Statistical Mechanics · Physics 2009-08-08 Arnab Saha , Sourabh Lahiri , A. M. Jayannavar

We introduce a new approach for computing optimal equilibria via learning in games. It applies to extensive-form settings with any number of players, including mechanism design, information design, and solution concepts such as correlated,…

The efficient market hypothesis (EMH) famously stated that prices fully reflect the information available to traders. This critically depends on the transfer of information into prices through trading strategies. Traders optimise their…

Mathematical Finance · Quantitative Finance 2025-01-14 Paolo Barucca , Flaviano Morone

A game-theoretic model of scrip (artificial currency) systems is analyzed. It is shown that relative entropy can be used to characterize the distribution of agent wealth when all agents use threshold strategies---that is, they volunteer to…

Computer Science and Game Theory · Computer Science 2014-09-26 Ian A. Kash , Eric J. Friedman , Joseph Y. Halpern

Whether a population of decision-making individuals will reach a state of satisfactory decisions is a fundamental problem in studying collective behaviors. In the framework of evolutionary game theory and by means of potential functions,…

Multiagent Systems · Computer Science 2022-01-13 Negar Sakhaei , Zeinab Maleki , Pouria Ramazi