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Optimal solutions in an allocation process for a continuum of traders

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Publication:1580440
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DOI10.1023/A:1008343317831zbMath0961.91028OpenAlexW55386590MaRDI QIDQ1580440

Fabián Flores-Bazan

Publication date: 14 September 2000

Published in: Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1008343317831


zbMATH Keywords

calculus of variationsLyapunov theoremcontinuum of tradersallocation process


Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Trade models (91B60) Methods involving semicontinuity and convergence; relaxation (49J45)


Related Items (3)

A variational problem determined by probability measures ⋮ A variational problem related to a continuous-time allocation process for a continuum of traders ⋮ Convexity and closure in optimal allocations determined by decomposable measures







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