數(shù)理濟(jì)學(xué)課件性質(zhì)

提1經(jīng)濟(jì)學(xué)的數(shù)學(xué)2提1經(jīng)濟(jì)學(xué)的數(shù)學(xué)2數(shù)理模31經(jīng)濟(jì)學(xué)的數(shù)學(xué)21經(jīng)濟(jì)學(xué)的數(shù)學(xué)2數(shù)理模3經(jīng)濟(jì)學(xué)的數(shù)學(xué)理論分析(theoreticalanalysis)←數(shù)理經(jīng)濟(jì)經(jīng)驗(yàn)分析(empirical理論分析(theoreticalanalysis)←數(shù)理經(jīng)濟(jì)經(jīng)驗(yàn)分析(empiricalanalysis)←計(jì)量經(jīng)濟(jì)經(jīng)濟(jì)學(xué)的數(shù)學(xué)理論分析(theoreticalanalysis)←數(shù)理經(jīng)濟(jì)經(jīng)驗(yàn)分析(empirical理論分析(theoreticalanalysis)←數(shù)理經(jīng)濟(jì)經(jīng)驗(yàn)分析(empiricalanalysis)←計(jì)量經(jīng)濟(jì)經(jīng)濟(jì)學(xué)的數(shù)學(xué)1經(jīng)濟(jì)學(xué)的數(shù)學(xué)21經(jīng)濟(jì)學(xué)的數(shù)學(xué)2數(shù)理模3經(jīng)濟(jì)學(xué)的數(shù)學(xué)使假設(shè)變得清揭示直覺的局限便于交經(jīng)濟(jì)學(xué)的數(shù)學(xué)使假設(shè)變得清揭示直覺的局限便于交經(jīng)濟(jì)學(xué)的數(shù)學(xué)使假設(shè)變得清揭示直覺的局限便于交經(jīng)濟(jì)學(xué)的數(shù)學(xué)使假設(shè)變得清揭示直覺的局限便于交經(jīng)濟(jì)學(xué)的數(shù)學(xué)使假設(shè)變得清揭示直覺的局限便于交經(jīng)濟(jì)學(xué)的數(shù)學(xué)使假設(shè)變得清揭示直覺的局限便于交經(jīng)濟(jì)學(xué)的數(shù)學(xué)1經(jīng)濟(jì)學(xué)的數(shù)學(xué)21經(jīng)濟(jì)學(xué)的數(shù)學(xué)2數(shù)理模3經(jīng)濟(jì)學(xué)的數(shù)學(xué)讓經(jīng)濟(jì)理論變得狹批評：數(shù)學(xué)模型是不現(xiàn)讓經(jīng)濟(jì)理論變得狹批評：數(shù)學(xué)模型是不現(xiàn)經(jīng)濟(jì)學(xué)的數(shù)學(xué)讓經(jīng)濟(jì)理論變得狹批評：數(shù)學(xué)模型是不現(xiàn)讓經(jīng)濟(jì)理論變得狹批評：數(shù)學(xué)模型是不現(xiàn)經(jīng)濟(jì)學(xué)的數(shù)學(xué)讓經(jīng)濟(jì)理論變得狹批評：數(shù)學(xué)模型是不現(xiàn)讓經(jīng)濟(jì)理論變得狹批評：數(shù)學(xué)模型是不現(xiàn)經(jīng)濟(jì)學(xué)的數(shù)學(xué)1經(jīng)濟(jì)學(xué)的數(shù)學(xué)21經(jīng)濟(jì)學(xué)的數(shù)學(xué)2數(shù)理模3數(shù)理模處理N數(shù)理模處理N數(shù)理模1經(jīng)濟(jì)學(xué)的數(shù)學(xué)21經(jīng)濟(jì)學(xué)的數(shù)學(xué)2數(shù)理模3數(shù)理模模型構(gòu)成:主體/環(huán)境/選擇/均衡解/廠商模型構(gòu)成:主體/環(huán)境/選擇/均衡解/廠商的決模型復(fù)雜程度的控制數(shù)理模1經(jīng)濟(jì)學(xué)的數(shù)學(xué)21經(jīng)濟(jì)學(xué)的數(shù)學(xué)2數(shù)理模3數(shù)理模廠商決目標(biāo):maxπ=TR?環(huán)境:假TR=Pq,廠商決目標(biāo):maxπ=TR?環(huán)境:假TR=Pq,TC=C(q),π=Pq?C內(nèi)生／外生變量Exogenousvs.endogenousq?=f=f′比較分析數(shù)理模1經(jīng)濟(jì)學(xué)的數(shù)學(xué)2數(shù)理1經(jīng)濟(jì)學(xué)的數(shù)學(xué)2數(shù)理模3向量xx?yx?yNx∈+Nx∈向量xx?yx?yNx∈+Nx∈Rf()→RMMN)Jobobi(Jocobian····.f()→RMMN)Jobobi(Jocobian····..··fx(......MMfx1fx2f(·)RN→R?度f(x)=[f(x)f(x)··]fxN ≡?fxf(·):RN→RHessi矩陣(Hessianfx1x1fx2xf(·):RN→RHessi矩陣(Hessianfx1x1fx2x1fxNx1fx1x2fx2x2fxNx2····..··fx1xNfx2xNfxNxN (·)Hessi矩陣是?ы1經(jīng)濟(jì)學(xué)的數(shù)學(xué)2數(shù)理1經(jīng)濟(jì)學(xué)的數(shù)學(xué)2數(shù)理模3maxf(x,f(·):目標(biāo)xmaxf(x,f(·):目標(biāo)x選擇／決策變D(θ):可行θ:外生變消費(fèi)者問題(theconsumer's消費(fèi)組(consumptionx=(x1,x2,消費(fèi)者問題(theconsumer's消費(fèi)組(consumptionx=(x1,x2,···,xN),xn∈消費(fèi)(consumptionset)XRN+:預(yù)算(budgetset):X(pmxX|pTx消費(fèi)者問maxu競爭性廠生產(chǎn)計(jì)劃(productionplan)y=(y1y2·競爭性廠生產(chǎn)計(jì)劃(productionplan)y=(y1y2···yN),其中為凈產(chǎn)生產(chǎn)可能性集(productionposibility Y=yRN|y技術(shù)上可凈收入函(netincomefunction)Πp(y競爭性廠商的行分析的set):x?(θ)≡f(x,解集x分析的set):x?(θ)≡f(x,解集x∈?函數(shù)(valuefunction):v(θ)≡maxf(x,間接效用函數(shù)(indirectutility最優(yōu)解x(pm u間接效用函數(shù)(indirectutility最優(yōu)解x(pm ux∈D間接效用函數(shù)v(p,m) ux∈D利潤函數(shù)(pro?t利潤函數(shù)Πp成本函數(shù)(costst)NY ,x)∈成本函數(shù)(costst)NY ,x)∈ |(y,技術(shù)上可x+}x∈RN|(y,?x)∈set)V(y)+成本最小化問(costminimizationproblemmin成本函c(ywmin經(jīng)濟(jì)模型 的問解的連續(xù)求解方比較分經(jīng)濟(jì)模型 的問解的連續(xù)求解方比較分經(jīng)濟(jì)模型 的問解的連續(xù)求解方比較分經(jīng)濟(jì)模型 的問解的連續(xù)求解方比較分經(jīng)濟(jì)模型 的問解的連續(xù)求解方比較分經(jīng)濟(jì)模型 的問解的連續(xù)求解方比較分經(jīng)濟(jì)模型 的問解的連續(xù)求解方比較分經(jīng)濟(jì)模型 的問解的連續(xù)求解方比較分最大化問題vs.最小化x?(θ)f(x,θ)?最大化問題vs.最小化x?(θ)f(x,θ)?x?(θ)=max?f(x,x∈Dx∈v(θ)=minf(x,θ)??max?f(x,x∈D1經(jīng)濟(jì)學(xué)的數(shù)學(xué)2數(shù)理1經(jīng)濟(jì)學(xué)的數(shù)學(xué)2數(shù)理模3(staticoptimizationmaxf(x,s.t.gm(x,θ)≤bm,(staticoptimizationmaxf(x,s.t.gm(x,θ)≤bm,m=1,···,D(θdomf(·,θ))Mdomgm(·,θ)∩{(·,θ)|gm(·,θ)≤bm,m=擬凹規(guī)劃問題：f(xθ擬