Sensitivity analysis in economics

DOI10.1016/0305-0548(69)90007-0zbMath0607.90078OpenAlexW2153584871MaRDI QIDQ1085787

W. Erwin Diewert

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

zbMATH Keywords

sensitivitycomparative statics analysisdependence on a parameterinequality- equality constrained nonlinear programming

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Sensitivity, stability, parametric optimization (90C31) Trade models (91B60)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• 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

This page was built for publication: Sensitivity analysis in economics