You are here

Computing Equilibria of GEI using the Grassmann Manifold and Relocalization

Computing Equilibria of GEI using the Grassmann Manifold and Relocalization

Journal of Mathematical Economics.
1996, Vol. 26, Pages 479-497

An algorithm is described for computing fixed points on a Grassmannian manifold. The method can be applied in the more general setting of solving equations on abstract smooth manifolds into vector bundles. This development is part of a project to compute economic equilibria in the presence of incomplete markets.