Lagrange multipliers in infinite horizon discrete time optimal control models
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Publication:1162444
DOI10.1016/0304-4068(82)90033-7zbMath0481.90067OpenAlexW2110715561MaRDI QIDQ1162444
Publication date: 1982
Published in: Journal of Mathematical Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4068(82)90033-7
Lagrange multiplierconstrained optimizationcapital accumulationsubdifferentialdiscrete timeoptimal growthshadow priceinfinite horizon optimal controleconomic applicationsrenewable and non-renewable resource usageSlater type condition
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Cites Work
- Lagrange multipliers in infinite horizon discrete time optimal control models
- The representation of shadow values in resource allocation teams
- Integrals which are convex functionals. II
- Infinite Horizon Programs
- Stochastic Convex Programming: Relatively Complete Recourse and Induced Feasibility
- Finitely Additive Measures
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