Algebraic duality theorems for infinite LP problems

In this paper we consider a primal-dual infinite linear programming problem-pair, i.e. LPs on infinite dimensional spaces with infinitely many constraints. We present two duality theorems for the problem-pair: a weak and a strong duality theorem. We do not assume any topology on the vector spaces, therefore our results are algebraic duality theorems. As an application, we consider transferable utility cooperative games with arbitrarily many players.

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Year of publication:	2011-02
Authors:	Pintér, Miklós
Publisher:	Elsevier
Subject:	Mathematics \| Econometrics

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Type of publication:	Article
Language:	English
Notes:	Pintér, Miklós (2011) Algebraic duality theorems for infinite LP problems. Linear algebra and its applications, 434 (3). pp. 688-693. DOI 10.1016/j.laa.2010.09.007 <http://dx.doi.org/10.1016/j.laa.2010.09.007>
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Persistent link: https://www.econbiz.de/10010124184