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Koehler, Gary J. 1 Whinston, Andrew B. 1
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Note---Sensitivity Analysis in Leontief Substitution Systems
Koehler, Gary J.; Whinston, Andrew B. - In: Management Science 26 (1980) 12, pp. 1272-1280
In this note we investigate extremal optimization over Leontief substitution systems. Such problems arise naturally in discounted Markov decision problems and in problems involving the control of economic systems. We develop both bounds on the objective value of a Leontief substitution system...
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