A geometric programming approach to profit maximization
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Publication:858759
DOI10.1016/J.AMC.2006.04.061zbMATH Open1151.91596OpenAlexW2043933006MaRDI QIDQ858759FDOQ858759
Authors: N. E. Zubov 
Publication date: 11 January 2007
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.amc.2006.04.061
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Learning and adaptive systems in artificial intelligence (68T05) Sensitivity, stability, parametric optimization (90C31) Production theory, theory of the firm (91B38)
Cites Work
- Computing the steady state of linear quadratic optimization models with rational expectations
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- The fundamental relations between geometric programming duality, parametric programming duality, and ordinary Lagrangian duality
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- Solving posynomial geometric programming problems via generalized linear programming
- Individual excess demands.
- Comparative statics without total differentiation of the first-order conditions
- Equilibrium selection in games: the mollifier method
- Computing solutions to moral-hazard programs using the Dantzig-Wolfe decomposition algorithm
Cited In (11)
- Copula theory approach to stochastic geometric programming
- The explicit solution of the profit maximization problem with box-constrained inputs
- A geometric perspective on the generalized Cobb-Douglas production functions
- Interactions between differential geometry and production theory
- A computational method for the maximization of long-run and short-run profit
- Profit maximization with quantity discount: an application of geometric programming
- An alternative approach to solving cost minimization problem with Cobb-Douglas technology
- Solving geometric programming problems with normal, linear and zigzag uncertainty distributions
- Robust geometric programming approach to profit maximization with interval uncertainty
- Fuzzy measures for profit maximization with fuzzy parameters
- Using geometric programming to profit maximization with interval coefficients and quantity discount
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