Convergence of incentive-driven dynamics in Fisher markets.

Krishnamurthy Dvijotham Yuval Rabani Leonard J. Schulman

Published in: Games Econ. Behav. (2022)

Keyphrases

initial conditions
dynamic model
data driven
electronic commerce
dynamical systems
convergence rate
faster convergence
nonlinear dynamics
highly nonlinear
neural network
closed loop
convergence speed
financial markets
iterative algorithms
tracking error
lyapunov theory