Sensitivity analysis in economics
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Publication:1085787
DOI10.1016/0305-0548(69)90007-0zbMath0607.90078MaRDI QIDQ1085787
Publication date: 1984
Published in: Computers \& Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0305-0548(69)90007-0
sensitivity; comparative statics analysis; dependence on a parameter; inequality- equality constrained nonlinear programming
90C90: Applications of mathematical programming
90C31: Sensitivity, stability, parametric optimization
91B60: Trade models
Cites Work
- Comparative statics with discrete jumps in shift parameters, or, how to do economics on the saddle(-point)
- Differential Calculus in Nonlinear Programming
- Structure of the Correspondence Principle at an Extremum Point
- Perturbed Kuhn-Tucker points and rates of convergence for a class of nonlinear-programming algorithms
- Frank Knight's Theorem in Linear Programming Revisited
- The use of augmented lagrangian functions for sensitivity analysis in nonlinear programming
- Sensitivity analysis for nonlinear programming using penalty methods
- Differential Stability in Nonlinear Programming
- Computational experience in sensitivity analysis for nonlinear programming
- Jacobians in Constrained Nonlinear Optimization
- Definite and Semidefinite Quadratic Forms
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