Article ID: | iaor20041757 |
Country: | United States |
Volume: | 21 |
Issue: | 1 |
Start Page Number: | 26 |
End Page Number: | 43 |
Publication Date: | Feb 1996 |
Journal: | Mathematics of Operations Research |
Authors: | Brown D.J., Demarzo P.M., Eaves B.C. |
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.