Some extensions of nonconvex economic modeling: invexity, quasimax, and new stability conditions

DOI10.1007/s10957-004-1840-1zbMath1071.90044OpenAlexW2001032617MaRDI QIDQ1780589

Sardar M. N. Islam, Bruce D.Craven

Publication date: 13 June 2005

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10957-004-1840-1

zbMATH Keywords

optimal controlinvex functionscontrol jumpsnonunique optimumOptimal growthpseudoconcvave functionsquasimax

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37) Mathematical economics (91Bxx)

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A recurrent neural network for solving a class of generalized convex optimization problems ⋮ Optimality and duality for nonsmooth multiobjective optimization problems with generalized V -r-invexity

Cites Work

• Handbook of mathematical economics. Volume III
• Handbook of mathematical economics. Vol. I
• On sufficiency of the Kuhn-Tucker conditions
• Optimization in economics and finance. Some advances in non-linear, dynamic, multi-criteria and stochastic models.
• Mathematical Optimization and Economic Theory
• Lagrangean conditions and quasiduality
• Quasimin and quasisaddlepoint for vector optimization
• Optimal Economic Growth and Wealth Effects

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