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OL
2008
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14 years 10 months 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...