Flåm, Sjur Didrik; Jongen, Hubertus Th.; Stein, Oliver - Institutt for Økonomi, Universitetet i Bergen - 2007
consequence, for the multiplier derivatives.
Keywords: Sensitivity, optimal value function, shadow price, Karush-Kuhn-
Tucker … system, matrix inversion.
AMS classifications: primary 90C31, secondary 90C30, 90C90.
∗Department of Economics, University of …