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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| Published in | Journal of economic dynamics & control Vol. 11; no. 3; pp. 455 - 459 |
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| Main Author | |
| Format | Journal Article |
| Language | English |
| Published |
Elsevier B.V
1987
North-Holland Publ. Co Elsevier |
| Series | Journal of Economic Dynamics and Control |
| Online Access | Get full text |
| ISSN | 0165-1889 1879-1743 |
| DOI | 10.1016/S0165-1889(87)80018-0 |
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| Abstract | 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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| AbstractList | 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. |
| Author | Marcotte, Patrice |
| Author_xml | – sequence: 1 givenname: Patrice surname: Marcotte fullname: Marcotte, Patrice organization: Collège Militaire Royal de Saint-Jean, Saint-Jean-sur-Richelieu, Canada J0J 1R0 |
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| Cites_doi | 10.1016/0165-1889(85)90001-6 |
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| Copyright | 1987 Elsevier Science Publishers B.V. (North-Holland) All rights reserved |
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| EndPage | 459 |
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| References | Khilnani, Tse (bib1) 1985; 9 Auslender (bib2) 1976 Khilnani (10.1016/S0165-1889(87)80018-0_bib1) 1985; 9 Auslender (10.1016/S0165-1889(87)80018-0_bib2) 1976 |
| References_xml | – year: 1976 ident: bib2 article-title: Optimisation: Méthodes numériques – volume: 9 start-page: 127 year: 1985 end-page: 137 ident: bib1 article-title: A fixed point algorithm with economic applications publication-title: Journal of Economic Dynamics and Control – volume: 9 start-page: 127 year: 1985 ident: 10.1016/S0165-1889(87)80018-0_bib1 article-title: A fixed point algorithm with economic applications publication-title: Journal of Economic Dynamics and Control doi: 10.1016/0165-1889(85)90001-6 – year: 1976 ident: 10.1016/S0165-1889(87)80018-0_bib2 |
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| Snippet | 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... |
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| StartPage | 455 |
| Title | A note on Khilnani and TSE's USA algorithm |
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