Kusuoka / Yamazaki Advances in Mathematical Economics Volume 7

1. Auflage 2006
ISBN: 978-4-431-27233-5
Verlag: Springer-Verlag
Format: PDF
Kopierschutz: Adobe DRM (»Systemvoraussetzungen)

E-Book, Englisch, 147 Seiten

A lot of economic problems can be formulated as constrained optimizations and equilibration of their solutions. Various mathematical theories have been supplying economists with indispensable machineries for these problems arising in economic theory. Conversely, mathematicians have been stimulated by various mathematical difficulties raised by economic theories. The series is designed to bring together those mathematicians who are seriously interested in getting new challenging stimuli from economic theories with those economists who are seeking effective mathematical tools for their research. The editorial board of this series comprises the following prominent economists and mathematicians:
Managing Editors: S. Kusuoka (Univ. Tokyo), T. Maruyama (Keio Univ.).
Editors: R. Anderson (U.C. Berkeley), C. Castaing (Univ. Montpellier), F.H. Clarke (Univ. Lyon I), G. Debreu (U.C. Berkeley), E. Dierker (Univ. Vienna), D. Duffie (Stanford Univ.), L.C. Evans (U.C. Berkeley), T. Fujimoto (Okayama Univ.), J.-M. Grandmont (CREST-CNRS), N. Hirano (Yokohama National Univ.), L. Hurwicz (Univ. of Minnesota), T. Ichiishi (Ohio State Univ.), A. Ioffe (Israel Institute of Technology), S. Iwamoto (Kyushu Univ.), K. Kamiya (Univ. Tokyo), K. Kawamata (Keio Univ.), N. Kikuchi (Keio Univ.), H. Matano (Univ. Tokyo), K. Nishimura (Kyoto Univ.), M.K. Richter (Univ. Minnesota), Y. Takahashi (Kyoto Univ.), M. Valadier (Univ. Montpellier II), A. Yamaguti (Kyoto Univ./Ryukoku Univ.), M. Yano (Keio Univ.).

Autoren/Hrsg.

Kusuoka, Shigeo

Yamazaki, Akira

Inhaltsverzeichnis

1;Table of Contents;6
2;Some variational convergence results for a class of evolution inclusions of second order using Young measures;7
2.1;1. Introduction;8
2.2;2. Notations, definitions, preliminaries;10
2.3;3. Control problem governed by a second order ODE with measures;11
2.4;4. Variational limits of second order evolution inclusions governed by subdifFerential operators;18
3;Law invariant convex risk measures;39
3.1;1. Introduction;39
3.2;2. Proofs;45
4;A method in demand analysis connected with the Monge—Kantorovich problem;53
4.1;Introduction;53
4.2;1. Preliminary information on the Monge-Kantorovich problem;57
4.3;2. Concave-utility-rational demand maps;63
4.4;3. Concave-utility-rational demand functions;71
4.5;4. Demand rationalizing by positive homogeneous utility functions;78
4.6;5. A stronger variant of demand rationalizing;87
5;Real indeterminacy of equilibria with real and nominal assets;100
5.1;1. Introduction;100
5.2;2. The model;102
5.3;3. Main results;108
5.4;4. Concluding remarks;114
6;The bearing of duality on microeconomics;117
6.1;1. A general framework: dualities and polarities;118
6.2;2. Utility functions and indirect utility functions;125
6.3;3. Expenditure and cost functions;128
6.4;5. Comments and questions;138
7;Subject Index;144
8;Instructions for Authors;146