A variational problem related to a continuous-time allocation process for a continuum of traders

DOI10.1006/jmaa.2001.7494zbMath1005.49001OpenAlexW2050171533MaRDI QIDQ5949577

Fabián Flores-Bazan, Jean-Pierre Raymond

Publication date: 2 March 2003

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmaa.2001.7494

zbMATH Keywords

relaxed problemexistence theorembiconjugate functionconcavified problemcontinuous-time allocation processsequentially weakly upper semicontinuous function

Mathematics Subject Classification ID

Trade models (91B60) Existence theories for free problems in two or more independent variables (49J10) Methods involving semicontinuity and convergence; relaxation (49J45)

Related Items (4)

A pointwise constrained version of the Liapunov convexity theorem for vectorial linear first-order control systems ⋮ A pointwise constrained version of the Liapunov convexity theorem for single integrals ⋮ A variational problem determined by probability measures ⋮ Convexity and closure in optimal allocations determined by decomposable measures

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