Comparative statics with discrete jumps in shift parameters, or, how to do economics on the saddle(-point)

DOI10.1016/0022-0531(79)90055-3zbMath0437.90073OpenAlexW2045797602MaRDI QIDQ1141588

Richard K. Anderson, Akira Takayama

Publication date: 1979

Published in: Journal of Economic Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0022-0531(79)90055-3

zbMATH Keywords

comparative staticsenvelope theoremnondifferentiable objective functionfirst-order conditionsconstrained maximization problemdiscrete jumps in shift parametersglobal formulasRoy's identiyShephard's lemma

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Nonlinear programming (90C30) Mathematical economics (91B99)

Related Items (3)

Sensitivity analysis in economics ⋮ Differentiability of the cost functions is equivalent to strict quasiconcavity of the production functions ⋮ Envelope and sensitivity analysis `in the large'

Cites Work

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• SENSITIVITY ANALYSIS IN ECONOMIC THEORY*
• A General Formulation of the Lechatelier-Samuelson Principle
• Theory of Maxima and the Method of Lagrange
• Generalized Comparative Statics with Applications to Consumer Theory and Producer Theory
• La distribution du revenu entre les divers biens

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