Dualizing optimization problems in mathematical economics

DOI10.1016/0304-4068(84)90033-8MaRDI QIDQ1060135zbMATH OpenOpenAlexFDO

Authors J. Blot

Publication date 1984

Published in Journal of Mathematical Economics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0304-4068(84)90033-8

zbMATH Keywords

countable number of constraintscountably infinite number of periodsdynamic optimizationLagrange multipliersweak optimality

Mathematics Subject Classification ID

Duality theory (optimization) (49N15) Convex programming (90C25) Methods of successive quadratic programming type (90C55)

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Cites work

• A duality theory for abstract mathematical programs with applications to optimal control theory
• An extension of Cass' characterization of infinite efficient production programs
• Applying Some Modern Developments to Choosing Your Own Lagrange Multipliers
• Approaches to the theory of optimization
• Duality Theory for Infinite Horizon Convex Models
• Efficiency Prices in Infinite Dimensional Spaces: A Synthesis
• Efficient and optimal programs when investment is irreversible. A duality theory
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• On Optimal Consumption Plans in a Multi-sector Economy
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• THE TURNPIKE THEOREM OF MORISHIMA⁽¹⁾
• Turnpike Theory

Cited in

(7)

• Duality theory for the matrix linear programming problem
• Recursive utility and optimal capital accumulation. II: Sensitivity and duality theory
• Dual preference in Leontief production problem and its extension
• A Duality Theory for Infinite-Horizon Optimization of Concave Input/Ouput Processes
• Duality Theory in Infinite Horizon Optimization Models
• scientific article; zbMATH DE number 4076914 (Why is no real title available?)
• The dual approach to recursive optimization: theory and examples

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