The Kuhn-Tucker and Envelope Theorems
نویسنده
چکیده
The Kuhn-Tucker and envelope theorems can be used to characterize the solution to a wide range of constrained optimization problems: static or dynamic, under perfect foresight or featuring randomness and uncertainty. In addition, these same two results provide foundations for the work on the maximum principle and dynamic programming that we will do later on. For both of these reasons, the Kuhn-Tucker and envelope theorems provide the starting point for our analysis. Let’s consider each in turn, first in fairly general or abstract settings and then applied to some economic examples.
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تاریخ انتشار 2010