Abstract
The best known algorithms for the computation of market equilibria, in a general setting, are not guaranteed to run in polynomial time. On the other hand, simple poly-time algorithms are available for various restricted – yet important – markets.
In this paper, we experimentally explore the gray zone between the general problem and the poly-time solvable special cases. More precisely, we analyze the performance of some simple algorithms, for inputs which are relevant in practice, and where the theory does not provide poly-time guarantees.
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Codenotti, B., McCune, B., Raman, R., Varadarajan, K. (2005). Computing Equilibrium Prices: Does Theory Meet Practice?. In: Brodal, G.S., Leonardi, S. (eds) Algorithms – ESA 2005. ESA 2005. Lecture Notes in Computer Science, vol 3669. Springer, Berlin, Heidelberg. https://doi.org/10.1007/11561071_10
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DOI: https://doi.org/10.1007/11561071_10
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-29118-3
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