影子价格，又称阴影价格。简单来说，影子价格就是，在最适化问题当中，当限制条件放宽一个单位之后，最适解决方案的真实价值的变化。在商业活动当中，影子价格是管理层愿意为获取额外一个单位的既定资源，而多付出的最大价格。例如，当一条生产线已经运行了40个小时（其最长工作时间），那幺让这条生产线再多任务作一个小时，其价格是多少呢？这个价格就是影子价格。

正式来说，影子价格是拉格朗日乘数在最优化时的值。意思是在限制条件无限微分的情况下，所导致的方程的无限微分。拉格朗日乘数是一种新的标量未知数，即：约束方程的斜率的线性组合里每个矢量的系数。每一个最优化限制条件都有一个影子价格或者是二元变量。

The term "Shadow Price" or "Shadow Pricing" is used to refer to monetary values assigned to currently unknowable or difficult to calculate costs. The origin of these costs is typically due to an externalization of costs or an unwillingness to recalculate a system to account for marginal production. For example, consider a firm that already has a factory full of equipment and staff. They might estimate the shadow price for a few more units of production as simply the cost of the overtime. In this manner some goods and services have near zero shadow prices, for example information goods.