约束优化问题的比较静态分析

The Comparative Statics of Constrained Optimization Problems

Econometrica · 2007
被引 116
人大 A+FT50ABS 4*

中文导读

发展了单调比较静态理论的新结果,研究当约束集变化时最优解如何随之增加,并将方法应用于消费者、生产者和投资组合理论,推广了Rybczynski定理和LeChatelier原理。

Abstract

This paper develops and applies some new results in the theory of monotone comparative statics. Let f be a real-valued function defined on R-super-l and consider the problem of maximizing f(x) when x is constrained to lie in some subset C of R-super-l. We develop a natural way to order the constraint sets C and find the corresponding restrictions on the objective function f that guarantee that optimal solutions increase with the constraint set. We apply our techniques to problems in consumer, producer, and portfolio theory. We also use them to generalize Rybcsynski's theorem and the LeChatelier principle. Copyright The Econometric Society 2007.

约束优化比较静态分析单调性超模函数