Existence of equilibrium and price adjustments in a finance economy with incomplete markets
In this paper, several problem reduction techniques are discussed that can be used to reduce the solution time of set partitioning problems. These techniques can be applied in any solution algorithm for set partitioning problems. Besides a short review of the existing literature on preprocessing set partitioning problems, we also present several new techniques. The value of these techniques is illustrated by various computational experiments.
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- P.J.J. Herings & F. Kubler, 2001. "Computing Equilibria in Finance Economies," GE, Growth, Math methods 0205003, EconWPA.
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- Talman, A.J.J. & Yamamoto, Y., 1989. "A simplicial algorithm for stationary point problems on polytopes," Other publications TiSEM 0d6b2de0-17c0-4d5e-963f-5, Tilburg University, School of Economics and Management.
- Hens,Thorsten, 1991. "Structure of general equilibrium models with incomplete markets and a single consumption good," Discussion Paper Serie A 353, University of Bonn, Germany.
- Hirsch, M. D. & Magill, M. & Mas-Colell, A., 1990. "A geometric approach to a class of equilibrium existence theorems," Journal of Mathematical Economics, Elsevier, vol. 19(1-2), pages 95-106.
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