The continuous-time problem with interval-valued functions: applications to economic equilibrium

Keywords: interval analysis, multiobjective optimization, variational-like inequality problem, continuous-time programming problems, economic application

Abstract

The aim of this paper is to define the Continuous-Time Problem in an interval context and to obtain optimality conditions for this problem. In addition, we will find relationships between solutions of Interval Continuous-Time Problem and Interval Variational-like Inequality Problems, both Stampacchia and Minty type. Pseudo invex monotonicity condition ensures the existence of solutions of the problem. These results generalize similar conclusions obtained in Euclidean or Banach spaces inside classical mathematical programming problems or Continuous-Time Problems. We will finish generalizing the existence of Walrasarian equilibrium price model and the Wardrop's principle for traffic equilibrium problem to an environment of interval-valued functions.

Más información

Título según WOS: The continuous-time problem with interval-valued functions: applications to economic equilibrium
Título de la Revista: OPTIMIZATION METHODS & SOFTWARE
Volumen: 34
Número: 6
Editorial: TAYLOR & FRANCIS LTD
Fecha de publicación: 2019
Página de inicio: 1123
Página final: 1144
Idioma: English
DOI:

10.1080/10556788.2018.1464569

Notas: ISI