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Learning competitive equilibrium

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Author Info
Crockett, Sean
Spear, Stephen
Sunder, Shyam

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Abstract

We consider a pure exchange economy repeated from a fixed endowment for an indefinite number of periods and posit a learning rule which directs convergence to competitive equilibrium. In each period trade converges to an allocation in the contract set, where agents interpret the current (common) normalized utility gradient as a vector of prices to determine the implied wealth redistribution relative to their endowments. Agents who are less wealthy at the new allocation are designated subsidizers, and demand to provide smaller subsidies in subsequent periods of economic activity. Our model is a globally stable alternative to Walras' tâtonnement.

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Publisher Info
Article provided by Elsevier in its journal Journal of Mathematical Economics.

Volume (Year): 44 (2008)
Issue (Month): 7-8 (July)
Pages: 651-671
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Handle: RePEc:eee:mateco:v:44:y:2008:i:7-8:p:651-671

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Web page: http://www.elsevier.com/locate/jmateco

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  1. Marco LiCalzi & Lucia Milone & Paolo Pellizzari, 2008. "Allocative efficiency and traders' protection under zero intelligence behavior," Working Papers 168, Department of Applied Mathematics, University of Venice, revised Nov 2009. [Downloadable!]
  2. John Duffy, 2004. "Agent-Based Models and Human Subject Experiments," Computational Economics 0412001, EconWPA. [Downloadable!]
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This page was last updated on 2009-11-7.


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