•Traditional ways to prove the existence of general equilibrium have to entail a common condition that theexcess demand function must be continuous. This paper presents a new approach to change it. The technique usedin this paper is that we tackle general equilibrium problem, which in fact is a static nonlinear programmingproblem, with dynamic programming. By this technique, it is strictly proven that general equilibrium withdiscontinuous excess demand function still exists. (JEL: B41, C61, C62, D51)
•Keywords: existence of general equilibrium, nonconvexity, discontinuous
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