Summary: Distributed Algorithms via Gradient Descent
for Fisher Markets
Benjamin Birnbaum

University of Washington
birnbaum@cs.washington.edu
Nikhil R. Devanur
Microsoft Research, Redmond
nikdev@microsoft.com
Lin Xiao
Microsoft Research, Redmond
lin.xiao@microsoft.com
ABSTRACT
Designing distributed algorithms that converge quickly to an equi-
librium is one of the foremost research goals in algorithmic game
theory, and convex programs have played a crucial role in the de-
sign of algorithms for Fisher markets. In this paper we shed new
light on both aspects for Fisher markets with linear and spending
constraint utilities. We show fast convergence of the Proportional
Response dynamics recently introduced by Wu and Zhang [WZ07].

Source: Anderson, Richard - Department of Computer Science and Engineering, University of Washington at Seattle

Collections: Computer Technologies and Information Sciences