A note on Khilnani and TSE's USA algorithm

We present a modification of algorithm USA of Khilnani and Tse which is guaranteed to converge to the unique equilibrium solution from an arbitrary starting point.

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Bibliographic Details
Published inJournal of economic dynamics & control Vol. 11; no. 3; pp. 455 - 459
Main Author Marcotte, Patrice
Format Journal Article
LanguageEnglish
Published Elsevier B.V 1987
North-Holland Publ. Co
Elsevier
SeriesJournal of Economic Dynamics and Control
Online AccessGet full text
ISSN0165-1889
1879-1743
DOI10.1016/S0165-1889(87)80018-0

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Summary:We present a modification of algorithm USA of Khilnani and Tse which is guaranteed to converge to the unique equilibrium solution from an arbitrary starting point.
ISSN:0165-1889
1879-1743
DOI:10.1016/S0165-1889(87)80018-0