A refinement of the Farkas lemma

DOI10.3103/S0278641921040051zbMath1486.90122OpenAlexW4206501120WikidataQ124980185 ScholiaQ124980185MaRDI QIDQ2668886

V. V. Morozov

Publication date: 9 March 2022

Published in: Moscow University Computational Mathematics and Cybernetics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3103/s0278641921040051

zbMATH Keywords

Farkas lemmalinear production modelarbitration solutiondiscrete arbitrage-free market

Mathematics Subject Classification ID

Linear programming (90C05)

Cites Work

• Martingales and stochastic integrals in the theory of continuous trading
• Duality and martingales: a stochastic programming perspective on contingent claims
• New approach to Farkas' theorem of the alternative
• Algebraic theory of linear inequalities
• Unnamed Item

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