Abstract
In recent years economists have been increasingly interested in problems of optimization involving unknown functions and infinite numerical sequences.2 Among obvious examples are studies related to optimal growth (with time continuous or discrete) and programming under uncertainty, but many others could easily be found.
Because of its expository nature, the paper does not deal with all of the technical details in a rigorous manner. For precise definitions and statements of the basic theorems, the reader is referred to Hurwicz (1958). (For details of all bibliographical references in this chapter, see p. 149.)
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References
Hurwicz, L. (1958). ‘Programming in linear spaces’, in Arrow, K. J., Hurwicz, L., and Uzawa, H., Studies in Linear and Non-Linear Programmingy Stanford University Press, pp. 38–102.
Madansky, A. (1963). ‘Dual variables in two-stage linear programming under uncertainty’, Journal of Mathematical Analysis and Applications, vol. 6, no. 1, February 1963, pp. 98–108.
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© 1967 International Economic Association
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Hurwicz, L. (1967). Programming Involving Infinitely Many Variables and Constraints. In: Malinvaud, E., Bacharach, M.O.L. (eds) Activity Analysis in the Theory of Growth and Planning. International Economic Association Series. Palgrave Macmillan, London. https://doi.org/10.1007/978-1-349-08461-6_5
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DOI: https://doi.org/10.1007/978-1-349-08461-6_5
Publisher Name: Palgrave Macmillan, London
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