Relative-entropy Lyapunov function for resource prices

ID: relative-entropy-lyapunov-function-for-resource-prices

For a complementary-slackness optimum , define
interpreting a zero-reference summand as . This is a nonnegative generalized reverse-relative-entropy expression for positive resource prices. Along multiplicative resource-price dynamics, with and ,
Its sublevel bounds keep all route prices away from zero and permit the LaSalle invariance principle, including optima with some zero individual prices.

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