LAGRANGE MULTIPLIERS IN INCENTIVE-CONSTRAINED PROBLEMS

Authors
RUSTICHINI A
Citation
A. Rustichini, LAGRANGE MULTIPLIERS IN INCENTIVE-CONSTRAINED PROBLEMS, Journal of mathematical economics, 29(4), 1998, pp. 365-380
Citations number
18
Categorie Soggetti
Social Sciences, Mathematical Methods",Economics,Mathematics,Mathematics
Journal title
Journal of mathematical economics → ACNP
ISSN journal
03044068
Volume
29
Issue
4
Year of publication
1998
Pages
365 - 380
Database
ISI
SICI code
0304-4068(1998)29:4<365:LMIIP>2.0.ZU;2-3
Abstract
Some recent work on dynamic incentive constraints poses the question o f existence and regularity of Lagrange multipliers in optimization pro blems in infinite dimension with infinitely many-side constraints, whi ch may not be concave. We provide sufficient conditions for Lagrange m ultipliers to exist and be represented by a sequence. (C) 1998 Elsevie r Science S.A.