Pareto optima, non-convexities and regulated market equilibria

DOI10.1016/0304-4068(83)90027-7zbMath0499.90009OpenAlexW2072791565MaRDI QIDQ1171975

Lars Tyge Nielsen

Publication date: 1983

Published in: Journal of Mathematical Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4068(83)90027-7

zbMATH Keywords

differentiable setting without convexity assumptionslocal Pareto optimummarket regulations

Mathematics Subject Classification ID

General equilibrium theory (91B50)

Related Items (1)

General equilibrium theory and increasing returns

Cites Work

• A note on local Pareto optima
• On local Pareto Optima
• Global analysis and economics. III: Pareto Optima and price equilibria
• On the structure and stability of local Pareto optima in a pure exchange economy
• Singularity theory of utility mappings - I: Degenerate maxima and Pareto optima
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Pareto optima, non-convexities and regulated market equilibria