Geodesic
Linear-fractional exchange model. Part~2: Algorithm of meeting trajectories for the fixed budget model
Diskretnyj analiz i issledovanie operacij, Tome 17 (2010) no. 2, pp. 79-96

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In the paper we consider an exchange model with linear-fractional utility functions of consumers. For the fixed budget exchange model an algorithm is proposed, which uses a polyhedral complementarity approach. This approach was developed earlier by author for linear models. Under very weak non-degeneracy assumption on the initial state, we prove that the proposed algorithm yields an equilibrium in finite steps. Bibl. 18.
Keywords: exchange model, linear-fractional function, utility function, economic equilibrium, price vector, mapping, fixed point, algorithm, polyhedral complementarity. 
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     author = {V. I. Shmyrev},
     title = {Linear-fractional exchange model. {Part~2:} {Algorithm} of meeting trajectories for the fixed budget model},
     journal = {Diskretnyj analiz i issledovanie operacij},
     pages = {79--96},
     publisher = {mathdoc},
     volume = {17},
     number = {2},
     year = {2010},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/DA_2010_17_2_a5/}
}
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V. I. Shmyrev. Linear-fractional exchange model. Part~2: Algorithm of meeting trajectories for the fixed budget model. Diskretnyj analiz i issledovanie operacij, Tome 17 (2010) no. 2, pp. 79-96. http://geodesic.mathdoc.fr/item/DA_2010_17_2_a5/