On the subdifferential of the value function in economic optimization problems

DOI10.1016/0304-4068(95)00717-2zbMath0855.90096OpenAlexW2077763805MaRDI QIDQ1814804

Cuong Le Van, Jean-Marc Bonnisseau

Publication date: 11 February 1997

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

Full work available at URL: https://doi.org/10.1016/0304-4068(95)00717-2

zbMATH Keywords

convex optimizationvalue functionmultiplierequality and inequality constraintsexistence of a subgradientnon-emptiness of the subdifferential

Mathematics Subject Classification ID

Convex programming (90C25) Nonsmooth analysis (49J52)

Related Items (7)

Interval-valued value function and its application in interval optimization problems ⋮ Optimal control in infinite horizon problems: A Sobolev space approach ⋮ Value Functions and Optimality Conditions for Nonconvex Variational Problems with an Infinite Horizon in Banach Spaces ⋮ Complete characterization of Yannelis-Zame and Chichilnisky-Kalman-Mas-Colell properness conditions on preferences for separable concave functions defined in \(L_ +^ p\) and \(L^ p\) ⋮ A nonsmooth approach to envelope theorems ⋮ Generalized envelope theorems: applications to dynamic programming ⋮ Subdifferentials of Nonconvex Integral Functionals in Banach Spaces with Applications to Stochastic Dynamic Programming

Cites Work

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• On the existence of equilibria in economies with an infinite dimensional commodity space
• On programming when the positive cone has an empty interior
• Lagrange multipliers in infinite horizon discrete time optimal control models
• The Price Equilibrium Existence Problem in Topological Vector Lattices
• On the Differentiability of the Value Function in Dynamic Models of Economics

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