混合Logit需求下计算Bertrand-Nash均衡价格的定点方法:分析与高效计算技术框架
Fixed-Point Approaches to Computing Bertrand-Nash Equilibrium Prices Under Mixed Logit Demand: A Technical Framework for Analysis and Efficient Computational Methods
AI总结:
本文提出基于两个强制定点方程的框架,用于混合Logit需求下的Bertrand-Nash均衡价格建模,提供比一阶条件更稳定的计算方法,并讨论了GMRES-Newton方法。
摘要:
本文提出了一个详细的技术框架,用于在混合Logit需求下对Bertrand-Nash均衡价格进行建模。两个强制定点方程提供了比从字面一阶条件获得的更稳定的计算方法。给出了证明这些方程的推导和使用的假设。还简要讨论了最初由Viswanath提出的带有hookstep全局化策略的GMRES-Newton方法。本文可视为作者即将发表在《运筹学》期刊上的文章的补充。
英文摘要:
This article presents a detailed technical framework for modeling with Bertrand-Nash equilibrium prices under Mixed Logit demand. Two coercive fixed-point equations provide more stable computational methods than those obtained from the literal first-order conditions. Assumptions to justify derivation and use of these equations are provided. A brief discussion of a GMRES-Newton method with hookstep globalization strategy originally due to Viswanath is also given. This article can be considered a supplement to an article by the authors forthcoming in the journal {\em Operations Research}.
机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。