A Note on Equilibrium Pricing as Convex Optimization.
Lihua ChenYinyu YeJiawei ZhangPublished in: WINE (2007)
Keyphrases
- convex optimization
- optimal pricing
- primal dual
- demand function
- interior point methods
- pricing mechanism
- low rank
- variational inequalities
- total variation
- dynamic pricing
- game theory
- nash equilibrium
- norm minimization
- convex relaxation
- convex optimization problems
- convex formulation
- multiscale
- operator splitting
- convex constraints
- low rank matrix
- multistage
- higher order
- support vector