GENERAL ECONOMIC EQUILIBRIUM AND VARIATIONAL-INEQUALITIES

被引：32

作者：

ZHAO, L ^{[1
]}

DAFERMOS, S ^{[1
]}

机构：

[1] BROWN UNIV,DIV APPL MATH,PROVIDENCE,RI 02912

来源：

OPERATIONS RESEARCH LETTERS | 1991年 / 10卷 / 07期

关键词：

EQUILIBRIUM; VARIATIONAL INEQUALITIES; DECOMPOSITION;

D O I：

10.1016/0167-6377(91)90037-P

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

In this paper we apply the theory of variational inequalities to the general economic equilibrium problem. Qualitative properties of existence and uniqueness are established. Then the decomposition algorithm for the computation of the equilibrium point is proposed which decomposes the general economic equilibrium problem into two parts: in the first part, the equilibrium price is determined as a solution of a variational inequality with a compact feasible set; in the second part, the equilibrium activity level is determined as a solution of a set of linear inequalities. Finally, the convergence of the algorithm is established.

引用

页码：369 / 376

页数：8

共 12 条

[1] AN ITERATIVE SCHEME FOR VARIATIONAL-INEQUALITIES [J].