Dualizing optimization problems in mathematical economics

In this paper it is shown how the duality theory of mathematical programming can be applied to many kinds of optimization problems in mathematical economics, even if no objective functions is available, and the usual definition of optimality is replaced by so-called weak optimality. In the latter case only a slight reformulation of the Lagrange problem is required. Two theorems are shown for abstract time-lagged optimization problems over a countably infinite number of periods. The first one is concerned with introducing themultipliers all at once, leading to the consideration of purely finitely additive multipliers, whereas the second one is concerned with introducing them one by one. In general the paper stresses the method of obtaining duality results.