Sciweavers

OL
2008
78views more  OL 2008»
14 years 12 days ago
Slopes of shadow prices and Lagrange multipliers
Abstract Manyeconomicmodels andoptimizationproblems generate(endogenous) shadow prices--alias dual variables or Lagrange multipliers. Frequently the "slopes" of resulting...
Sjur Didrik Flåm, Hubertus Th. Jongen, Olive...