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.
| Original language | English (US) |
|---|---|
| Pages (from-to) | 365-380 |
| Number of pages | 16 |
| Journal | Journal of Mathematical Economics |
| Volume | 29 |
| Issue number | 4 |
| DOIs | |
| State | Published - May 1998 |
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