Improving Shadow Price Information: Obtaining Relevant Shadow Prices from Problems with Decomposable Objectives
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Mathematical programming models can incorporate multiple objectives. Shadow prices in such models reflect a mixture of all of the objectives. A procedure is implemented to develop decomposed shadow prices applicable to the individual objectives. The procedure is demonstrated in a GAMS implementation for multiple objective and risk-related models.
author list (cited authors)
McCarl, B. A., Rister, M. E., Ziari, H., & Stokes, J. R.