English
Related papers

Related papers: A Combinatorial Polynomial Algorithm for the Linea…

200 papers

We present an improved combinatorial algorithm for the computation of equilibrium prices in the linear Arrow-Debreu model. For a market with $n$ agents and integral utilities bounded by $U$, the algorithm runs in $O(n^7 \log^3 (nU))$ time.…

Data Structures and Algorithms · Computer Science 2015-10-19 Rann Duan , Jugal Garg , Kurt Mehlhorn

We prove that the problem of computing an Arrow-Debreu market equilibrium is PPAD-complete even when all traders use additively separable, piecewise-linear and concave utility functions. In fact, our proof shows that this market-equilibrium…

Computational Complexity · Computer Science 2009-04-07 Xi Chen , Decheng Dai , Ye Du , Shang-Hua Teng

Motivated by the convergence result of mirror-descent algorithms to market equilibria in linear Fisher markets, it is natural for one to consider designing dynamics (specifically, iterative algorithms) for agents to arrive at linear…

Computer Science and Game Theory · Computer Science 2020-03-13 Po-An Chen , Chi-Jen Lu , Yu-Sin Lu

We present a combinatorial algorithm for determining the market clearing prices of a general linear Arrow-Debreu market, where every agent can own multiple goods. The existing combinatorial algorithms for linear Arrow-Debreu markets…

Computer Science and Game Theory · Computer Science 2018-10-03 Bhaskar Ray Chaudhury , Kurt Mehlhorn

We present a strongly polynomial algorithm for computing an equilibrium in Arrow-Debreu exchange markets with linear utilities. Our algorithm is based on a variant of the weakly-polynomial Duan-Mehlhorn (DM) algorithm. We use the DM…

Data Structures and Algorithms · Computer Science 2022-02-03 Jugal Garg , László A. Végh

We design a simple ascending-price algorithm to compute a $(1+\varepsilon)$-approximate equilibrium in Arrow-Debreu exchange markets with weak gross substitute (WGS) property, which runs in time polynomial in market parameters and $\log…

Computer Science and Game Theory · Computer Science 2016-05-31 Xiaohui Bei , Jugal Garg , Martin Hoefer

We introduce a new class of combinatorial markets in which agents have covering constraints over resources required and are interested in delay minimization. Our market model is applicable to several settings including scheduling, cloud…

Computer Science and Game Theory · Computer Science 2017-04-17 Nikhil Devanur , Jugal Garg , Ruta Mehta , Vijay V. Vazirani , Sadra Yazdanbod

The Arrow-Debreu extension of the classic Hylland-Zeckhauser scheme for a one-sided matching market -- called ADHZ in this paper -- has natural applications but has instances which do not admit equilibria. By introducing approximation, we…

Computer Science and Game Theory · Computer Science 2021-07-22 Jugal Garg , Thorben Tröbst , Vijay V. Vazirani

We study the equilibrium computation problem in the Fisher market model with constrained piecewise linear concave (PLC) utilities. This general class captures many well-studied special cases, including markets with PLC utilities, markets…

Computer Science and Game Theory · Computer Science 2021-07-14 Jugal Garg , Yixin Tao , László A. Végh

We introduce the notion of non-monotone utilities, which covers a wide variety of utility functions in economic theory. We then prove that it is PPAD-hard to compute an approximate Arrow-Debreu market equilibrium in markets with linear and…

Computational Complexity · Computer Science 2012-11-22 Xi Chen , Dimitris Paparas , Mihalis Yannakakis

It is a common belief that computing a market equilibrium in Fisher's spending model is easier than computing a market equilibrium in Arrow-Debreu's exchange model. This belief is built on the fact that we have more algorithmic success in…

Computer Science and Game Theory · Computer Science 2009-07-24 Xi Chen , Shang-Hua Teng

Classical algorithms for market equilibrium computation such as proportional response dynamics face scalability issues with Internet-based applications such as auctions, recommender systems, and fair division, despite having an almost…

Quantum Physics · Physics 2026-01-06 Po-Wei Huang , Patrick Rebentrost

We consider the Arrow--Debreu exchange market model under the assumption that the agents' demands satisfy the weak gross substitutes (WGS) property. We present a simple auction algorithm that obtains an approximate market equilibrium for…

Computer Science and Game Theory · Computer Science 2022-05-03 Jugal Garg , Edin Husić , László A. Végh

This paper resolves two of the handful of remaining questions on the computability of market equilibria, a central theme within algorithmic game theory (AGT). Our results are as follows: 1. We show FIXP-hardness of computing equilibria in…

Computational Complexity · Computer Science 2020-05-22 Jugal Garg , Ruta Mehta , Vijay V. Vazirani , Sadra Yazdanbod

Over the last decade, combinatorial algorithms have been obtained for exactly solving several nonlinear convex programs. We first provide a formal context to this activity by introducing the notion of {\em rational convex programs} -- this…

Computer Science and Game Theory · Computer Science 2010-10-21 Vijay V. Vazirani

We give a new, flow-type convex program describing equilibrium solutions to linear Arrow-Debreu markets. Whereas convex formulations were previously known [Nenakov, Primak 83; Jain 07; Cornet '89], our program exhibits several new features.…

Data Structures and Algorithms · Computer Science 2013-11-13 Nikhil R. Devanur , Jugal Garg , László A. Végh

This paper proposes a new combinatorial auction framework for local energy flexibility markets, which addresses the issue of prosumers' inability to bundle multiple flexibility time intervals. To solve the underlying NP-complete winner…

Machine Learning · Computer Science 2023-07-27 Awadelrahman M. A. Ahmed , Frank Eliassen , Yan Zhang

Although production is an integral part of the Arrow-Debreu market model, most of the work in theoretical computer science has so far concentrated on markets without production, i.e., the exchange economy. This paper takes a significant…

Computer Science and Game Theory · Computer Science 2013-09-24 Jugal Garg , Vijay V. Vazirani

We present the first analysis of Fisher markets with buyers that have budget-additive utility functions. Budget-additive utilities are elementary concave functions with numerous applications in online adword markets and revenue optimization…

Computer Science and Game Theory · Computer Science 2016-05-03 Xiaohui Bei , Jugal Garg , Martin Hoefer , Kurt Mehlhorn

This paper unifies two foundational constructs from economics and algorithmic game theory, the Arctic Auction and the linear Fisher market, to address the efficient allocation of differentiated goods in complex markets. Our main…

Computer Science and Game Theory · Computer Science 2025-11-27 Vijay V. Vazirani
‹ Prev 1 2 3 10 Next ›