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ON EQUILIBRIUM PRICING AS CONVEX OPTIMIZATION |
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| Authors: | Lihua Chen Yinyu Ye Jiawei Zhang |
| Affiliation: | [1]Guanghua School of Management, Peking University, Beijing 100871, China [2]Department of Management Science and Engineering, Stanford University, Stanford, CA 94305, USA [3]IOMS-Operations Management, Stern School of Business, New York University, New York, NY 10012, USA |
| Abstract: | Convex optimization, Competitive economy equilibrium, Non-homogeneous utility |
| Keywords: | Convex optimization Competitive economy equilibrium Non-homogeneous utility |
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