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Lagrangian transposition identities and reciprocal pairs of constrained optimization problems
Caputo, Michael R. - In: Economics letters 66 (2000) 3, pp. 265-273
Persistent link: https://www.econbiz.de/10001448949
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An 'economics proof' of the supporting hyperplane theorem
Weitzman, Martin L. - In: Economics letters 68 (2000) 1, pp. 1-6
Persistent link: https://www.econbiz.de/10001481915
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Further results on Lagrange multiplers with several binding constraints
Caputo, Michael R. - In: Economics letters 70 (2001) 3, pp. 335-340
Persistent link: https://www.econbiz.de/10001550108
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A linear algebraic procedure for solving linear perfect foresight models
Anderson, Gary; Moore, George - In: Economics letters 17 (1985) 3, pp. 247-252
Persistent link: https://www.econbiz.de/10001836582
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A general strategy proof fair allocation mechanism
Sun, Ning; Yang, Zaifu - In: Economics letters 81 (2003) 1, pp. 73-79
Persistent link: https://www.econbiz.de/10001796438
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Envelope condition method versus endogenous grid method for solving dynamic programming problems
Maliar, Lilia; Maliar, Serguei - In: Economics letters 120 (2013) 2, pp. 262-266
Persistent link: https://www.econbiz.de/10010128297
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On the non-existence of optimal programs in the Robinson-Solow-Srinivasan (RSS) model
Khan, Ali; Piazza, Adriana - In: Economics letters 109 (2010) 2, pp. 94-98
Persistent link: https://www.econbiz.de/10009241049
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The method of endogenous gridpoints for solving dynamic stochastic optimization problems
Carroll, Chris - In: Economics letters 91 (2006) 3, pp. 312-320
Persistent link: https://www.econbiz.de/10003333605
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Factor-based portfolio optimization
Auh, Jun Kyung; Cho, Wonho - In: Economics letters 228 (2023), pp. 1-8
Persistent link: https://www.econbiz.de/10014451319
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An envelope method for solving continuous-time stochastic models with occasionally binding constraints
White, Neil - In: Economics letters 214 (2022), pp. 1-4
Persistent link: https://www.econbiz.de/10013448141