Fast TTC Computation

Irene Aldridge

Papers from arXiv.org

Abstract: This paper proposes a fast Markov Matrix-based methodology for computing Top Trading Cycles (TTC) that delivers O(1) computational speed, that is speed independent of the number of agents and objects in the system. The proposed methodology is well suited for complex large-dimensional problems like housing choice. The methodology retains all the properties of TTC, namely, Pareto-efficiency, individual rationality and strategy-proofness.

Date: 2024-03
New Economics Papers: this item is included in nep-cmp and nep-des
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://arxiv.org/pdf/2403.15111 Latest version (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:arx:papers:2403.15111

Access Statistics for this paper

More papers in Papers from arXiv.org
Bibliographic data for series maintained by arXiv administrators ().