Lagrange multipliers in incentive-constrained problems

Rustichini, A.
(1998) Journal of Mathematical Economics — Vol. 29, n° 4, p. 365-380 (1998)

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  • Rustichini, A.
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Abstract
Some recent work on dynamic incentive constraints poses the question of existence and regularity of Lagrange multipliers in optimization problems in infinite dimension with infinitely many-side constraints, which may not be concave. We provide sufficient conditions for Lagrange multipliers to exist and be represented by a sequence. (C) 1998 Elsevier Science S.A.
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Rustichini, A. (1998). Lagrange multipliers in incentive-constrained problems. Journal of Mathematical Economics, 29(4), 365-380. https://doi.org/10.1016/S0304-4068(97)00030-X (Original work published 1998)