Intriligator M.D., Arrow K.J. — Handbook of Mathematical Economics (vol. 1) :: Электронная библиотека попечительского совета мехмата МГУ

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Intriligator M.D., Arrow K.J. — Handbook of Mathematical Economics (vol. 1)

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Название: Handbook of Mathematical Economics (vol. 1)

Авторы: Intriligator M.D., Arrow K.J.

Аннотация:

The Handbook of Mathematical Economics aims to provide a definitive source, reference, and teaching supplement for the field of mathematical economics. It surveys, as of the late 1970's the state of the art of mathematical economics. This is a constantly developing field and all authors were invited to review and to appraise the current status and recent developments in their presentations. In addition to its use as a reference, it is intended that this Handbook will assist researchers and students working in one branch of mathematical economics to become acquainted with other branches of this field.
Volume 2 elaborates on Mathematical Approaches to Microeconomic Theory, including consumer, producer, oligopoly, and duality theory, as well as Mathematical Approaches to Competitive Equilibrium including such aspects of competitive equilibrium as existence, stability, uncertainty, the computation of equilibrium prices, and the core of an economy.

Язык:

Рубрика: Экономика и финансы/

Статус предметного указателя: Готов указатель с номерами страниц

ed2k: ed2k stats

Год издания: 1981

Количество страниц: 378

Добавлена в каталог: 01.03.2007

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Предметный указатель

Linear programming      5 53 72 88
Linear programming, solution to      75—76
Local catastrophes of gradient systems      107
Local maximum      56—61
Local maximum ,strict      56 58—59
Local optimum      347 351
Local-global theorem      56—57
Locally stable equilibria      100
Locally stable equilibria, asymptotically      100
MacRae's algorithm      150—151
Manifold      95
Manifold, equilibrium      360
Manifold, smooth m      95
Manifold, with boundary      95
Marginal distribution      191 197
Marginal productivity      85
Marginal rate of substitution      45
Marginal utility      80—81
Marginal utility, of money      80
Marginalist period      1
Market game      287 300 321
Martingale      214 261 266—267
Mathematical economics      1
Mathematical programming      37 53—57 76 89
Maximization      53
Maximization, unconstrained      53
Maximum theorem      49
Mean demand      see “Aggregate demand”
Measurable mapping      180—181 186 203
Measurable selection theorem      206
Measurable space      176
Measure      175
Measure space      177
Measure space of economic agents      178
Measure theory      159
Metric space      16 201
Minim ax theorem      306
Minkowski separating hyperplane theorem      39
Money game      323
Monte — Carlo procedure      135
Moral hazard      214 228—229
More refined information      310
Myopic stopping rule      225
Negative definite matrix      58
Negative semidefinite matrix      58
Negligible set      179
Nelson and Winter's evolutionary model      274
Neoclassical theory, of the firm      54 84
Neoclassical theory, of the household      54 79
No satiation condition      346
Non-cooperative equilibrium (or Nash equilibrium)      307 316
Non-cooperative solutions      306
Non-degeneracy condition      350
Nonlinear programming      53 66 69—73 80
Nonlinear programming, geometric representation of      71
Nonlinear programming, solution to the problem      71
Normal to hyperplane      37
Norman's algorithm      150
Nucleolus      299 304 321
Objection      303
Objective function (or criterion function)      55 60 65—66 73
Objective function, quadratic      59
Oligopolistic competition      311
Oligopoly      2 312—313 317
One-to-one mapping      15
Onto mapping      15
Open cover of a set      29
Open set      19
Open-loop feedback      133
Open-loop policy      122—124
Opportunity set      55 56
Optimal feedback rule      117
Optimal growth theory      8
Optimal quantity of insurance      232
Optimal sampling theorem      265
Optimal stopping rule      214 220 223—224
Optimal taxation      8
Organization theory      8
Paramctrization      95 108
Pareto optimal point      347 351
Pareto optimal surface      296 316
Pareto superior point      347
Pareto-efficient allocation      3 37
Partition      184 204—205
Partition, optimal      205
Passive learning in stochastic control      122 124 133
Payoff matrix      290
Perfect competition      159—161
Perfect equilibrium point      308
Perturbation      107—108
Perturbation problem      139
Poincare index of a vector field      99
Poincare — Bendixson theorem      103
Poincare — Hopf theorem      100
Potential function      104 109
Preference set      160
Preferences      36
Price systems      332
Primal problem      see “Dual problem”
Prisoner's Dilemma game      291—292
probability distribution      174
Probability space      176
Product algebra      190
Product measure      191—192 197
Product of sets      16
Production under uncertainty      248
Prohorov-metric      198
Projection      16
Projection of a set      191
Public goods      322
Purely competitive sequence of economies      203
Quadratic programming problem      72
Quadratic-linear approximation problem      114 119
Quadratic-linear problem      114
Quadratic-linear tracking problem      112 114 119
Quasi-concave function      45 57n
Quasi-concave function, strictly      57n
Radon — Nikodyn derivative      193
RANGE      15
Reasonable payoff      298
Rectangle set      190
Regular value      334
Reservation wage      218 221
Reservation wage property      218 221
Revealed preference      2

Risk averse firm      248 252—253
Risk aversion      212 214—215
Risk aversion, absolute      215
Risk aversion, relative      215
Roy criterion      257
Saddle point      106
Saddle point, problem      69—70 73
Saddle point, theorem      69
Safety-first criteria      256—258
Sampling with recall      218
Sampling without recall      218
Sard's theorem      331 334
Scheffe's theorem      195
Search Model      214 217
Second-order condition theorem      58
Section of a set      190
Separable space      25—26 197—198 201 203
Separating hyperplane      37—38 40
SEQUENCE      23
Sequence of finite economies      200 202
Sequence of measurable functions      194 196—197 199 201
Sequence of measurable functions, uniformly integrable      201—202
Sequential game models      314
Sequentially compact metric space      30—31
Set theoretic/linear models period      1
Shadow price      63
Shapley — Folkman theorem      41—43
Simple function      185—187
Simple game      287 300
Simple random variable      174
Singular point      334
Singular set function      193
Singular values      334
Skorokhod's theorem      200
Slater constraint qualification      68n
Slutsky equation      83
Slutsky equation, generalized      78—79
Slutsky theorem      82 84
Social choice theory      7—8
Socially decisive set      168
Solution curves      95—96
Solution of games      286 315
Stability of Equilibrium      3
Stable set solution      303 see
State      344
State of a system      93
State space of a system      93
State strategy models      314
State transition function      94
Stationary point      57
Stochastic control      122
Stochastic dominance      214—215
Stochastic dominance, first-order      215
Stochastic dominance, second-order      216
Stopping rule      218
Strategic form (or normal form)      286 289
Strategy      289
Strategy, historic      314
Strengthened second-order conditions for (strict) local maximum      58
Strict optimum      347
Strict optimum, local      347 350 352 357
Structural stability      107—108
Structurally stable system      107
Subcover of a collection of sets      29
Submanifold      334
Submartingale      223
Submartingale, regular      223—224
Subsequence of a sequence      23
Subspace of a metric space      18
Substitution effects      83
Substitution effects, generalized matrix of      79
Successive approximation approach to control theory      112—113
Sufficient conditions for local maximum theorem      64
Supply theorem      86
Support of a measure      165 198 208
Supporting hyperplane      38—39
Supporting hyperplane theorem      39
Surplus of a player      304
System of differential equations      94 96
System of differential equations, existence and uniqueness of solution to      96
System of differential equations, solution to      96—97
Tangent space      95 341
Telser criterion      258
Temporary equilibrium      4 7
Theorem on first-order conditions for local maximum      57 61 66
Theorem on Kuhn — Tucker conditions      66—67
Theorem on second-order conditions      58 63
Theorem on sufficient conditions (for classical programming)      64
Theorem on sufficient conditions for (strict) local maximum      58
Theorem on the bordered Hessian      63
Thorn's classification theorem      109
Thorn's theorem (also transversality theorem)      352
threats      322
Tight probability measures      198—199 201
Topological equivalence      108
Topological space      19
Topologically equivalent metrics      20
topology      20
Torus      16
Total effect      83
Totally balanced game      301
Totally bounded space      30—31 33
Totally unstable equilibrium      103
Trajectory      95 104—106
Transversality theorem      352 353
Tse, Bar — Shalom, Meier algorithm      134—136 150—151
Turnpike theorem      5—6
Two-person zero sum game      306
Uncertainty, additive      125—126
Uncertainty, multiplicative      126
Unconstrained maximization      57
Uniqueness of equilibria      98—99
Updated certainty equivalence      132
Upper semicontinuous function      56n
Value (or Shapley value)      299 301—302 315 320
Vector field      95
Vector of instruments      see “Feasible vector”
von Neumann — Morgenstern stable set      299 302—303
Walras' Law      98 102 333
Walrasian equilibrium      100—101 160 344 355 360
Walrasian system      102—103 105
Weak axiom of revealed preference      102
Weierstrass theorem      55
Welfare economics      4 322
Welfare equilibrium      355 358

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