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A mathematical programming approach for different scenarios of bilateral bartering

Autor
Nasini, S.; Castro, J.; Fonseca, P.
Tipus d'activitat
Article en revista
Revista
SORT: statistics and operations research transactions
Data de publicació
2015-01-01
Volum
39
Número
1
Pàgina inicial
85
Pàgina final
108
Projecte finançador
OPTIMIZACION DE PROBLEMAS ESTRUCTURADOS DE GRAN ESCALA. APLICACIONES A CONFIDENCIALIDAD DE DATOS.
Repositori
http://hdl.handle.net/2117/85754 Obrir en finestra nova
http://www.raco.cat/index.php/SORT/article/view/294379/382901 Obrir en finestra nova
Resum
The analysis of markets with indivisible goods and fixed exogenous prices has played an important role in economic models, especially in relation to wage rigidity and unemployment. This paper provides a novel mathematical programming based approach to study pure exchange economies where discrete amounts of commodities are exchanged at fixed prices. Barter processes, consisting in sequences of elementary reallocations of couple of commodities among couples of agents, are formalized as local searc...
Citació
Nasini, S., Castro, J., Fonseca, P. A mathematical programming approach for different scenarios of bilateral bartering. "SORT: statistics and operations research transactions", 01 Gener 2015, vol. 39, núm. 1, p. 85-108.
Paraules clau
Equilibrium, Markets, Numerical optimization, combinatorial optimization, microecononnic theory
Grup de recerca
GNOM - Grup d'Optimització Numèrica i Modelització
IMP - Information Modeling and Processing

Participants

Arxius