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The application of mathematical methods to represent theories and analyze problems in economics.

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Does the Karush-Kuhn-Tucker theorem on sufficient conditions for optimality of a convex program apply in countable dimension? For precisions, see Definition 4.1.1 and Theorem 4.1.4 of this course. Do …
asked Jan 17 '18 by bixiou
2
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Yes, Bachir and Fabre (forthcoming) extend the Karush-Kuhn-Tucker theorem under mild hypotheses, for a finite number of variables. I give hereafter a weaker version of the generalization of Karush-Ku …
answered Sep 24 '18 by bixiou