Slopes of Shadow Prices and Lagrange Multipliers
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References listed on IDEAS
- Evstigneev, I.V. & Flam, S.D., 2000. "Sharing Nonconvex Costs," Norway; Department of Economics, University of Bergen 1300, Department of Economics, University of Bergen.
- Flam, S. D. & Jourani, A., 2003. "Strategic behavior and partial cost sharing," Games and Economic Behavior, Elsevier, vol. 43(1), pages 44-56, April.
- Henriet, Dominique & Rochet, Jean-Charles, 1987. "Some reflections on insurance pricing," European Economic Review, Elsevier, vol. 31(4), pages 863-885, June.
- Shapley, Lloyd S. & Shubik, Martin, 1969. "On market games," Journal of Economic Theory, Elsevier, vol. 1(1), pages 9-25, June.
- Magill, Michael & Shafer, Wayne, 1991. "Incomplete markets," Handbook of Mathematical Economics,in: W. Hildenbrand & H. Sonnenschein (ed.), Handbook of Mathematical Economics, edition 1, volume 4, chapter 30, pages 1523-1614 Elsevier.
- GABSZEWICZ, Jean & GRAZZINI, Lisa, 2000. "Strategic multilateral exchange and taxes," CORE Discussion Papers 2000063, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
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- Vadim Borokhov, 2014. "On the properties of nodal price response matrix in electricity markets," Papers 1404.3678, arXiv.org, revised Jan 2015.
More about this item
KeywordsSensitivity; optimal value function; shadow price; Karush-Kuhn-Tucker system; matrix inversion.;
- C60 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - General
- C71 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory - - - Cooperative Games
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