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Takashi's Econ633 Lecture Notes May 18 2010

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Sections

Introduction
Preliminaries
2.1 Logic
2.1.1 Necessity and Suﬃciency
2.1.2 Theorems and Proofs
2.2 Set Theory
2.3 Relations
2.3.1 Preference Relations
2.4 Functions
2.4.1 Least Upper Bound Principle
Topology in Rn
3.1 Sequences on R
3.1.1 Subsequences
3.1.2 Cauchy Sequences
3.1.3 Upper and Lower Limits
3.1.4 Inﬁmum and Supremum of Functions
3.1.5 Indexed Sets
3.2 Point Set Topology in Rn
3.3 Topology and Convergence
3.4 Properties of Sequences in Rn
3.5 Continuous Functions
Linear Algebra
4.1 Basic Concepts in Linear Algebra
4.2 Determinants and Matrix Inverses
4.2.1 Determinants
4.2.2 Matrix Inverses
4.2.3 Cramer’s Rule
4.3 Vectors
4.4 Linear Independence
4.4.1 Linear Dependence and Systems of Linear Equations
4.5 Eigenvalues
4.5.1 Motivations
4.5.2 How to Find Eigenvalues
4.6 Diagonalization
4.7 Quadratic Forms
4.8 Appendix 1: Farkas Lemma
4.8.1 Preliminaries
4.8.2 Fundamental Theorem of Linear Algebra
4.8.3 Linear Inequalities
4.8.4 Non-Negative Solutions
4.8.5 The General Case
4.9 Appendix 2: Linear Spaces
4.9.1 Number Fields
4.9.2 Deﬁnitions
4.9.3 Bases, Components, Dimension
4.9.4 Subspaces
4.9.5 Morphisms of Linear Spaces
Calculus
5.1 Functions of a Single Variable
5.2 Real-Valued Functions of Several Variables
5.3 Gradients
5.4 The Directional Derivative
5.5 Convex Sets
5.5.1 Upper Contour Sets
5.6 Concave and Convex Functions
5.7.1 Jensen’s Inequality
5.8 Quasiconcave and Quasiconvex Functions
5.9 Total Diﬀerentiation
5.9.1 Linear Approximations and Diﬀerentiability
5.10 The Inverse of a Transformation
5.11 Implicit Function Theorems
Static Optimization
6.1 Unconstrained Optimization
6.1.1 Extreme Points
6.1.2 Envelope Theorems for Unconstrained Maxima
6.1.3 Local Extreme Points
6.1.4 Necessary Conditions for Local Extreme Points
6.2 Constrained Optimization
6.2.1 Equality Constraints: The Lagrange Problem
6.2.2 Lagrange Multipliers as Shadow Prices
6.2.3 Tangent Hyperplane
6.2.4 Local First-Order Necessary Conditions
6.2.6 Envelope Result for Lagrange Problems
6.3 Inequality Constraints: Nonlinear Programming
6.4 Properties of the Value Function
6.5 Constraint Qualiﬁcations
6.6 Nonnegativity Constraints
6.7 Concave Programming Problems
6.8 Quasiconcave Programming
6.9 Appendix: Linear Programming
7.1 Introduction
8.1 Banach Fixed Point Theorem
8.2 Brouwer Fixed Point Theorem
9.1 Separation Theorems
9.2 Polyhedrons and Polytopes
9.3 Dimension of a Set
9.4 Properties of Convex Sets

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Upload Date:	11/24/2010
Copyright:	Attribution Non-commercial
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