通过格拉斯曼流形上的重新定位计算GEI均衡

Computing equilibria of GEI by relocalization on a Grassmann manifold

Journal of Mathematical Economics · 1996
被引 30
人大 A-ABS 3

中文导读

描述了一种计算不完全资产市场一般经济模型(GEI)均衡的算法,该算法基于同伦零点路径,通过在欧几里得空间中定位和跟踪微分同胚片段并必要时重新定位来实现。

Abstract

An algorithm is described to compute equilibria of the general economic model with incomplete asset markets, that is, of GEI. The algorithm is based on the existence of a route of zeros of a homotopy whose domain includes the price simplex and a Grassmann Manifold. This route is followed, in effect, by localizing and following diffeomorphic pieces in Euclidean space, and by relocalizing as is necessary.

GEI均衡格拉斯曼流形同伦算法不完全金融市场