Scarf algorithm

E776130

The Scarf algorithm is a combinatorial method in mathematical economics and game theory used to compute fixed points and prove the existence of equilibria in markets and games.

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Scarf algorithm canonical 1

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Predicate Object
instanceOf algorithm
combinatorial algorithm
fixed-point algorithm
appliesTo games
markets
basedOn Sperner's lemma NERFINISHED
category algorithms in game theory
numerical methods in economics
developedBy Herbert E. Scarf NERFINISHED
field game theory
mathematical economics
guarantees existence of approximate fixed point
hasProperty constructive
finite-step procedure
mainPurpose compute fixed points
prove existence of equilibria
namedAfter Herbert E. Scarf NERFINISHED
relatedAlgorithm Lemke–Howson algorithm NERFINISHED
relatedConcept equilibrium existence theorem
fixed-point theorem
relatedTo Brouwer fixed-point theorem NERFINISHED
Nash equilibrium
general equilibrium theory
typicalInput continuous functions on simplices
typicalOutput approximate fixed point
usedFor computing approximate equilibria
constructive proofs of equilibrium existence
uses labeling of vertices
simplicial subdivision
usesMethod combinatorial techniques

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Herbert Scarf notableWork Scarf algorithm