The Ricardo-Lemke parametric algorithm on oddity and uniqueness
Résumé
The parametric Lemke algorithm finds an odd number of solutions to the linear complementarity problem LCP (q, M), for a matrix M with zero blocks on the diagonal and vector q within a certain domain. A criterion for monotonicity and uniqueness is given. The algorithm applies to the determination of a long-run equilibrium in the presence of scarce resources, and its first description can be traced back to the nineteenth century economist David Ricardo.
Domaines
Economies et financesOrigine | Fichiers produits par l'(les) auteur(s) |
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