Note---Sensitivity Analysis in Leontief Substitution Systems
In this note we investigate extremal optimization over Leontief substitution systems. Such problems arise naturally in discounted Markov decision problems and in problems involving the control of economic systems. We develop both bounds on the objective value of a Leontief substitution system subject to perturbations and an algorithm for finding and improving perturbations.
Year of publication: |
1980
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Authors: | Koehler, Gary J. ; Whinston, Andrew B. |
Published in: |
Management Science. - Institute for Operations Research and the Management Sciences - INFORMS, ISSN 0025-1909. - Vol. 26.1980, 12, p. 1272-1280
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Publisher: |
Institute for Operations Research and the Management Sciences - INFORMS |
Subject: | programming: Leontief substitution |
Saved in:
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