Convexity, convolution and competitive equilibrium

dc.contributor.author	Flåm, Sjur Didrik
dc.date.accessioned	2023-09-22T12:43:45Z
dc.date.available	2023-09-22T12:43:45Z
dc.date.created	2023-09-18T18:57:22Z
dc.date.issued	2023
dc.identifier.issn	0233-1934
dc.identifier.uri	https://hdl.handle.net/11250/3091405
dc.description.abstract	This paper considers a chief interface between mathematical programming and economics, namely: money-based trade of perfectly divisible and transferable goods. Three important and related features are singled out here: first, convexity enters via acceptable payments, second, convolution of monetary criteria secures Pareto efficiency, and third, competitive equilibrium obtains when agents' subdifferentials intersect.	en_US
dc.language.iso	eng	en_US
dc.publisher	Taylor & Francis	en_US
dc.rights	Navngivelse 4.0 Internasjonal	*
dc.rights.uri	http://creativecommons.org/licenses/by/4.0/deed.no	*
dc.title	Convexity, convolution and competitive equilibrium	en_US
dc.type	Journal article	en_US
dc.type	Peer reviewed	en_US
dc.description.version	publishedVersion	en_US
dc.rights.holder	Copyright 2023 The Author(s)	en_US
cristin.ispublished	true
cristin.fulltext	original
cristin.qualitycode	1
dc.identifier.doi	10.1080/02331934.2023.2231001
dc.identifier.cristin	2176231
dc.source.journal	Optimization	en_US
dc.identifier.citation	Optimization. 2023.	en_US

Except where otherwise noted, this item's license is described as Navngivelse 4.0 Internasjonal