Slopes of Shadow Prices and Lagrange Multipliers
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- Vadim Borokhov, 2014. "On the properties of nodal price response matrix in electricity markets," Papers 1404.3678, arXiv.org, revised Jan 2015.
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More about this item
Keywords
Sensitivity; optimal value function; shadow price; Karush-Kuhn-Tucker system; matrix inversion.;All these keywords.
JEL classification:
- C60 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - General
- C71 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory - - - Cooperative Games
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