Lagrange multipliers in incentive-constrained problems

DOI10.1016/S0304-4068(97)00030-XzbMath0940.91053OpenAlexW2154383951MaRDI QIDQ1300506

Aldo Rustichini

Publication date: 10 May 2000

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

Full work available at URL: https://doi.org/10.1016/s0304-4068(97)00030-x

zbMATH Keywords

Lagrange multipliersdynamic incentive constraints

Mathematics Subject Classification ID

Economic growth models (91B62)

Related Items (7)

Optimal growth models and the Lagrange multiplier ⋮ Quasi-Multiplier Rules for Quasidifferentiable Extremum Problems ⋮ Dynamic programming solution of incentive constrained problems ⋮ Fiscal policy in debt constrained economies ⋮ Optimal self-financing microfinance contracts when borrowers have risk aversion and limited commitment ⋮ On the Dynamic Programming Approach to Incentive Constraint Problems ⋮ Incentive compatibility constraints and dynamic programming in continuous time

Cites Work

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• Regularity and stability for the mathematical programming problem in Banach spaces
• Optimal taxes without commitment
• Optimal Taxation of Capital Income in General Equilibrium with Infinite Lives
• Smoothness, Comparative Dynamics, and the Turnpike Property
• Capital Taxes, the Redistribution of Wealth and Individual Savings
• Finitely Additive Measures

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