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71x1isi
defi
itelythesubstitutio
ofx2a
dfiveu
itsofx1ca
bri
gthesameutilityasthat
o
eu
itofx2ca
doWiththemostsimpleformoftheutilityfu
ctio
uxx15x2a
dassume
thatthepricesofthosetwogoodsarep1a
dp2respectivelya
dthetotalwealthoftheco
sumerismtheproblemca
bewritte
as
maxux1x2
stp1x1p1x2m
③Because5p1p2a
ybu
dlex1x2whichsatisfiesthebudgetco
strai
tisthesolutio
ofsuch
problem
2Acupofcoffeeisabsolutelythecompleme
toftwospoo
sofsugarLetx1a
dx2represe
tthese
733
ftwo
ki
ds
of
goods
the

we
ca

write
the
utility
fu
ctio

as
u

x1

x2


mi


x1

12
x2

Theproblemoftheco
sumeris
maxux1x2
stp1x1p1x2m
A
ysolutio
shouldsatisfiestherulethat
x1

12
x2
a
d
the
budget
co
strai
t
So
replace
x1
with
12x2i
thebudgetco
strai
ta
dweca
get
x1

mp12p2

a
dx2

2mp12p2

81Becausetheprefere
ceisCobbDouglasutilityweca
simplifythecomputatio
bytheformulathatthesta
dardizedparameterofo
ecommoditymea
sitsshareoftotalexpe
diture
So
directly
thea
sweris
x1

2m3p1

x2

m3p1
(详细方法见82)
(2)库恩塔克定理。Maxfx
stgix0i1…

定义:Lfxiigix
最优性条件为:
FOCfx
xk
i
i
gixxk

0

gix0;
i0;
互补松弛条件:igix0;如果i0,则gi0。如果i0,则gi0。

Maxuxyx1x2
stp1x1p2x2m
x10x20
Lx1x21mp1x1p2x22x13x2(注意这里的预算条件与定理的符号相反,从而下面有i0)
833
fFoc
12
1
x12

1p1
2

0

11p230②
p1x1p2x2mx10x20③
103020
互补松弛条件:1mp1x1p2x20④
2x10

3x20

由②知:
1

13p2
0
,所以由④知:p1x1p2x2m

Ⅰ。如果30,则x20,所以由⑦有
x1

mp1
0,从而20
1
再由①有
1

12

1mp1
2
1
由②
31p213
p22

1mp1
2
1
1
3必须满足30,所以,
p22

1mp1
2
10
m

p224p1
所以当m
p224p1
时,x1

mp1
,x2
0
Ⅱ。30,则x20,由①知x1
0,所以20,由因为30,所以由②知1

1p2
,代入①得,x1

p224p12

x2

mp2

p24p1
,因为x20,所以
mp2

p24p1
0mp224p1
所以,当mp224p1
时,解为:x1

p224p12
,x2

mp2
p24p1

大家也可以通过预算约束把x2表示成x2

mp2

p1x1p2
,然后代入到效用函数中讨r
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