Mathematical Programming and Economic Theory

DOI10.1287/OPRE.38.3.377MaRDI QIDQ3483088zbMATH OpenOpenAlexFDO

Authors Herbert Scarf

Publication date 1990

Published in Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/opre.38.3.377

Mathematics Subject Classification ID

Integer programming (90C10) Applications of mathematical programming (90C90) Production theory, theory of the firm (91B38)

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Cited in

(19)

• Average shadow price and equilibrium price: a case study of tradable pollution permit markets
• An exact solution method for binary equilibrium problems with compensation and the power market uplift problem
• Fast computation of global solutions to the single-period unit commitment problem
• Semi-Lagrangean approach for price discovery in markets with non-convexities
• Methods of mathematical economics. Linear and nonlinear programming, fixed-point theorems
• Critical review of pricing schemes in markets with non-convex costs
• Decomposing technical efficiency and scale elasticity in two-stage network DEA
• A partitioning method that generates interpretable prices for integer programming problems
• THE ALLOCATION OF SURPLUS BY MARKETS: A FRAMEWORK FOR ANALYSIS
• Varieties of agents in agent-based computational economics: a historical and an interdisciplinary perspective
• The Use of Linear Programming in Disentangling the Bankruptcies of Al-Manakh Stock Market Crash
• Linear Programming and the von Neumann Model
• Mathematical Analysis and Optimization for Economists
• Optimal pricing in markets with nonconvex costs
• Long-run optimal pricing in electricity markets with non-convex costs
• A computationally efficient approach to optimizing offers in centrally committed electricity markets
• Efficient market-clearing prices in markets with nonconvexities
• Arbitrage, rationality, and equilibrium
• Equilibrium prices supported by dual price functions in markets with non-convexities

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