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Subdifferentiability and the duality gap

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Publication:1863741
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DOI10.1023/A:1020249022047zbMath1035.90098OpenAlexW163701626MaRDI QIDQ1863741

William R. Zame, Joseph M. Ostroy, Neil E. Gretsky

Publication date: 12 March 2003

Published in: Positivity (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1020249022047


zbMATH Keywords

duality gapvalue functionsubdifferentiabilityassignment model


Mathematics Subject Classification ID

Programming in abstract spaces (90C48) Applications of functional analysis in optimization, convex analysis, mathematical programming, economics (46N10)


Related Items (6)

Competitive equilibrium with search frictions: a general equilibrium approach ⋮ Futures market: contractual arrangement to restrain moral hazard in teams ⋮ Necessary and Sufficient Conditions for Qualitative Properties of Infinite Dimensional Linear Programming Problems ⋮ Duality gap function in infinite dimensional linear programming ⋮ A duality theory of payment systems ⋮ On the duality gap and Gale's example in infinite-dimensional conic linear programming




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