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B GIO DC V O TO
TRNG A HC NNG NGHIP H NI

PGS. TS. NGUYN HI THANH

CC PHNG PHP TON KINH T
Gio trnh cho ngnh Tin hc v Cng ngh thng tin

H NI, 2008
Trng i hc Nng nghip H Ni Gio trnh Cc phng php ton kinh t ..2

MC LC

Trang
LI NI U 7
CHNG I. M U 11
1. CC PHNG PHP TON KINH T TRONG KINH T TON 11
1.1. Khi nim v kinh t ton 11
1.2. Phn loi cc phng php ton kinh t 12
1.3. So snh kinh t ton vi kinh t lng 13
2. CC YU T CA M HNH KINH T TON 14
2.1. Khi nim v m hnh kinh t 14
2.2. Bin, hng s v tham s 15
2.3. Cc loi phng trnh 16
CHNG II. PHN TCH CN BNG TNH 18
1. PHN TCH CN BNG TRONG KINH T 18
1.1. Khi nim v trng thi cn bng 18
1.2. Mt s v d v phn tch cn bng tnh 19
2. CC M HNH TUYN TNH TRONG PHN TCH
CN BNG TNH

21
2.1. M hnh cn bng th trng tng qut 21
2.2. M hnh thu nhp quc dn 23
2.3. M hnh u vo u ra Leontief 25
BI TP CHNG II 30
CHNG III. PHN TCH SO SNH TNH 34
1. PHN TCH SO SNH TNH TRONG KINH T 34
1.1. Khi nim phn tch so snh tnh 34
1.2. o hm v tc bin thin ca cc bin kinh t 35
1.3. Phn tch so snh tnh m hnh th trng ring 38
1.4. Phn tch so snh tnh m hnh thu nhp quc dn 39

1.5. Phn tch so snh tnh m hnh cn i lin ngnh 40
2. PHN TCH SO SNH TNH CHO M HNH KINH T
TNG QUT

42
2.1. H s co gin 42
2.2. Mt s v d tm vi phn ton phn v o hm hm n 44
2.3. M hnh th trng tng qut 47
2.4. M hnh thu nhp quc dn tng qut 54
2.5. Mt s im hn ch ca phn tch so snh tnh 57
BI TP CHNG III 58
CHNG IV. MT S M HNH TI U TRONG KINH T 61
1. PHN TCH CN BNG THNG QUA M HNH
TI U KHNG RNG BUC

61
1.1. M hnh ti u mt bin khng rng buc 61
1.2. Hm tng trng v tc tng trng ca bin kinh t 65
1.3. Phn tch cn bng thng qua m hnh ti u nhiu bin
khng rng buc

68
2. PHN TCH CN BNG THNG QUA M HNH
TI U C RNG BUC

79
2.1. Phng php nhn t Lagrange 79
2.2. iu kin t ti trng thi cn bng
2.3. Cc i ho hm tho dng ca ngi tiu dng
83
85
3. HM SN XUT V VN PHN B U VO TI U 89
3.1. Cc tnh cht ca hm ng cp 89
3.2. Hm sn xut dng Cobb Douglas 92
3.3. Xc nh cc t hp u vo vi chi ph ti thiu 96
3.4. Hm sn xut dng CES 100
BI TP CHNG IV 104
CHNG V. PHN TCH CN BNG NG 107
1. KHI NIM PHN TCH CN BNG NG 107
1.1. Mt s nh ngha 107
1.2. Mt s ng dng ca php tnh tch phn v phng trnh
vi phn

108
2. M HNH TNG TRNG DOMAR 112
2.1. Pht biu m hnh 112
2.2. Tm ng cn bng bn cho m hnh tng trng Domar 113
3. PHN TCH CN BNG NG I VI GI C TH TRNG 114
3.1. B sung v phng trnh vi phn tuyn tnh cp mt 114
3.2. Pht biu m hnh cn bng ng 115
3.3. Kho st tnh n nh ng ca mc gi cn bng 117
4. M HNH TNG TRNG SOLOW 118
4.1. B sung thm v phng trnh vi phn cp mt 118
4.2. Tip cn nh tnh gii phng trnh vi phn phi tuyn cp mt 122
4.3. Pht biu m hnh tng trng Solow
4.4. Phn tch nh tnh trn biu pha
4.5. Phn tch nh lng
126
127
129
5. M HNH TH TRNG VI K VNG GI C D BO TRC 129
5.1. B sung v phng trnh vi phn tuyn tnh cp hai
vi h s hng
5.2. Pht biu m hnh
5.3. Xc nh ng bin ng gi v iu kin n nh ng

129
133
134
6. M HNH KINH T V M V LM PHT V THT NGHIP 139
6.1. Pht biu m hnh
6.2. Kho st ng bin ng lm pht, gi c v tht nghip
139
140
BI TP CHNG V 143
CHNG VI. P DNG PHNG TRNH SAI PHN
TRONG PHN TCH CN BNG NG

147
1. MT S DNG PHNG TRNH SAI PHN 147
1.1. Khi nim v phng trnh sai phn 147
1.2. Phng trnh sai phn tuyn tnh cp mt 148

1.3. Phng trnh sai phn tuyn tnh cp hai
1.4. Kho st tnh n nh ca nghim ca cc phng trnh
sai phn tuyn tnh cp mt v cp hai
150

152
2. PHN TCH CN BNG NG TRONG MT S M HNH
KINH T

154
2.1. M hnh Cobweb cn bng cung cu 154
2.2. M hnh th trng c hng tn kho
2.3. M hnh th trng vi gi trn
155
156
3. M HNH THU NHP QUC DN VI NHN T TNG TC
SAMUELSON

159
3.2. Kho st tnh n nh ng ca m hnh 160
4. M HNH KINH T V M V LM PHT V THT NGHIP
VI THI GIAN RI RC

163
4.2. Phn tch cc ng bin ng ca gi c v lm pht 164
5. P DNG H PHNG TRNH VI PHN V SAI PHN TRONG
PHN TCH KINH T

166
5.1. H phng trnh vi phn tuyn tnh cp mt
5.2. H phng trnh sai phn tuyn tnh cp mt
166
169
5.3. M hnh cn i lin ngnh ng
5.4. M hnh tng tc lm pht v tht nghip
5.5. Biu pha hai bin v ng dng
171
176
179
BI TP CHNG VI 185
TI LIU THAM KHO 189

LI NI U
Nhng vn kinh t trong cc hot ng kinh t thng rt a
dng v phc tp. Ton hc l mt cng c ht sc hiu qu gip cho
vic pht biu, phn tch v gii quyt cc vn nh vy mt cch
cht ch v hp l, mang li cc li ch thit thc. Vic bit cch m t
cc vn kinh t di dng m hnh ton hc thch hp, vn dng cc
phng php ton hc gii quyt chng, phn tch v ch gii cng
nh kim nghim cc kt qu t c mt cch logic lun l mt yu
cu cp thit i vi cc chuyn gia lm vic trong lnh vc phn tch
kinh t. Trong cc thp k gn y, nhiu gii Nobel kinh t c trao
cho cc cng trnh c vn dng mt cch mnh m cc l thuyt v
phng php ton hc nh ti u ha, l thuyt tr chi, h phng
trnh vi phn v sai phn, l thuyt xc sut v thng k. Nh kinh t
hc ngi Na Uy Trygve Haavelmo, trong l nhn gii thng Nobel
kinh t nm 1989, tng pht biu: Nu khng c ton hc kinh t
lm trung tm cho cc nghin cu kinh t hc, mn khoa hc kinh t c
th vn cha vt qu gii hn nhng bi ni chuyn chung chung
chng c kt qu thc s hu ch no.
Hin nay, cc mn hc trang b kin thc c s v kinh t qun l
ni chung v cc phng php ton hc p dng trong phn tch kinh t
ni ring c a vo ging dy trong nhiu chng trnh o to i
hc trong v ngoi nc. i vi sinh vin cc ngnh Tin hc, Cng
ngh thng tin v Ton Tin ng dng, khi kin thc v kinh t qun
l l thc s cn thit cho cc cng v lm vic sau ny, c bit l
cng v CIO (Chief Information Officer Gim c Thng tin). Trong
chng trnh o to ngnh Tin hc ca Khoa Cng ngh thng tin,
Trng i hc Nng nghip H Ni, khi kin thc trn bao gm Ti
u ha, Phn tch s liu, Qun tr hc, Vn tr hc v Cc phng php
ton kinh t. Gio trnh Cc phng php ton kinh t ny vi thi
lng t 45 ti 60 tit c bin son ln u vi mc ch cung cp cho
sinh vin nm th ba ngnh Tin hc mt s kin thc c bn v cc

phng php ton kinh t (mathematical methods for economics) c
ng dng rng ri trong phn tch cc m hnh kinh t (economic
models).
Qua gio trnh ny, sinh vin cn nm c mt s m hnh kinh t
c bn, bit cch vn dng cc phng php ton kinh t thch hp
phn tch cc m hnh , bit cch rt ra cc kt lun phn nh bn
cht ca vn kinh t c xem xt. T , sinh vin s tip thu c
cc vn kinh t c bn lm c s cho vic tip tc t hon thin cc
kin thc v kinh t vi m cng nh v m. Gio trnh cng gip cho sinh
vin ngnh Tin hc, Cng ngh Thng tin, Ton Tin ng dng c mt
cch tip cn h thng sau ny c th xy dng cc h thng x l
thng tin v cc phn mm tnh ton trong lnh vc Tin hc kinh t. Nh
vy, u tin ca gio trnh l tp trung trnh by mt cch logic mt s
phng php ton kinh t c bn v cc ng dng ca chng trong vic
phn tch cc loi m hnh kinh t (cc phng php khc c trnh by
trong cc hc phn cn li ca khi kin thc v kinh t qun l thuc
chng trnh o to nh cp trn y). y l mt vn mi so
vi cc gio trnh v Ton kinh t c bin son v ging dy ti
mt s trng i hc trong nc.
Chng I ca gio trnh gii thiu tng quan v ngn gn v lnh vc
Kinh t ton (Mathematical Economics) v cc phng php ton kinh t
c bn thng c s dng trong lnh vc ny, cng nh gii thiu v
cc yu t c bn ca m hnh kinh t ton. Chng II cp ti khi
nim phn tch cn bng kinh t bao gm cn bng tnh cng nh cn
bng c mc ch v phng php i s ma trn phn tch mt s m
hnh cn bng kinh t nh m hnh th trng, m hnh thu nhp quc dn
v m hnh u vo u ra Leontief (cn gi l m hnh cn i lin
ngnh). Cc phng php ton kinh t nh php tnh o hm, cng nh
mt trong cc cng c mnh v p ca ton hc l nh l hm n c
vn dng trong Chng III nhm thc hin vic phn tch so snh tnh cho
cc m hnh th trng, m hnh cn i lin ngnh v m hnh thu nhp
quc dn tng qut (bao gm c th trng hng ha v th trng tin t).
Chng IV xem xt vic vn dng mt s phng php ton ti u c bn
khng rng buc v rng buc dng ng thc phn tch cc m hnh
ti u trong kinh t, bao gm cc m hnh th trng c quyn v phn
bit gi c, m hnh cc i hm tha dng ca ngi tiu dng, cc m
hnh phn b u vo ti u vi cc dng hm sn xut hiu sut khng
i, Cobb Douglas, CES (H s co gin thay th khng i). Cc
phng php gii phng trnh v h phng trnh vi phn cng nh sai
phn c nghin cu trong Chng V v Chng VI thc hin cc
phn tch cn bng ng trong cc m hnh kinh t ng nh m hnh tng
trng Domar, m hnh tng trng Solow, m hnh n nh ng ca gi
c th trng khi khng c hoc c k vng gi c d bo trc, m
hnh cn bng ng lm pht gi c tht nghip, m hnh thu nhp
quc dn Samuelson, m hnh cn i lin ngnh ng. Mt s ni dung
ca Chng V v Chng VI c th c lc bt ty theo thi lng mn
hc v trnh tip thu ca ngi hc.
Khi bin son, chng ti lun c mt nguyn vng l lm sao vic
trnh by cc phng php ton kinh t c cp ti trong gio trnh
phi c ng v d hiu, vic ng dng cc phng php ny trong phn
tch cc dng m hnh kinh t phi cht ch v logic. Chnh v vy, cc
phng php ton kinh t lun c trnh by mt cch c th v tng
i hon chnh thng qua cc v d tnh ton v cc m hnh kinh t t d
ti kh. Phn bi tp gip sinh vin cng c cc kin thc hc v thc
hnh p dng cc phng ton hc trong phn tch m hnh kinh t.
Mt s ti liu ngi hc c th tham kho thm l: Alpha C. Chiang,
Fundamental methods of mathematical economics, McGrawHill Book
Company, New York, 1984; Alpha C. Chiang Kevin Wainwright,
Fundamental methods of mathematical economics, McGrawHill Book
Company, New York, 2005; Michael W. Klein, Mathematical methods for
economics, Addison-Wesley Higher Education Group, 2002; Hong nh
Tun, L thuyt m hnh ton kinh t (dnh cho sinh vin ngnh ton kinh
t v ton ti chnh), Nxb. Khoa hc v K thut, 2003; Nguyn Quang
Dong Ng Vn Th Hong nh Tun, Gio trnh m hnh ton kinh

t (dnh cho sinh vin ngnh kinh t), Nxb. Gio dc, 2002; T Cm T,
Mt s phng php ti u ha trong kinh t, Nxb. Khoa hc v K thut,
1997. Trong qu trnh bin son gio trnh ny, tc gi ch yu da vo
cc ti liu tham kho bng ting Anh. Nhng sinh vin kh c th t hc
su thm bng cch thu thp ti liu lin quan qua nhiu ngun, c bit
trn Internet v vit cc tiu lun.
Cc phng php ton kinh t l mt mn hc v mt l thuyt
ang c tip tc pht trin, v mt thc hnh ang ngy cng c nhiu
ng dng rng ri trong hu ht cc lnh vc phn tch kinh t, chc
chn s gy cho ngi hc nhiu hng th tm ti, sng to. Khi n
thm Vit Nam, nh ton hc v kinh t hc Robert Aumann, ngi nhn
gii thng Nobel kinh t nm 2005 ni: C mt cng thc chung
trong cc hot ng kinh t l tt c mi ngi s giu c hn nu mi
ngi u c lm vic theo kh nng v s yu thch ca mnh.
Trong qu trnh bin son, tuy rt c gng, nhng c l tc gi
khng trnh khi sai st. Tc gi xin chn thnh cm n cc kin ng
gp chnh sa bn tho bi ging mn hc ca cc ng nghip v sinh
vin ngnh Tin hc cc kha K47, K48, K49 v K50 ca Trng i hc
Nng nghip H Ni, v lun mong tip tc nhn c nhiu gp ca
cc ging vin v sinh vin, cho gio trnh c hon chnh hn,
chnh xc hn v sinh ng hn.

H Ni, ngy 19 thng 8 nm 2008
Tc gi
Chng I
M U
1. Cc phng php ton kinh t trong kinh t ton
1.1. Khi nim v kinh t ton
Khng ging nh ti chnh cng hay thng mi quc t, kinh t ton
(mathematical economics) khng phi l lnh vc ring bit ca kinh t.
C th coi kinh t ton l mt cch tip cn nhm thc hin cc phn tch
kinh t. Trong kinh t ton, cc nh kinh t s dng cc k hiu ton hc
pht biu bi ton v da vo cc nh l ton hc suy lun, p dng
v tip tc pht trin cc phng php v k thut ton hc m t v
phn tch cc vn kinh t. Nh kinh t hc ngi M Paul Samuelson
c coi l ngi t nn mng cho lnh vc nghin cu v ng dng
kinh t ton.
Mt s sch kinh t hc i cng hin nay vn dng cc phng
php hnh hc trn mt phng (hay khng gian hai chiu) minh ha
v rt ra cc kt lun c tnh cht l thuyt. Trong khi , nghin cu
cc bi ton kinh t vi nhiu bin kinh t cn phi c s hiu bit su
sc v ton hc. Kinh t ton cho php m t cc vn kinh t cn
kho st vi cc cng c ton hc a dng nh i s ma trn v
phng php gii h phng trnh tuyn tnh, php tnh o hm v tch
phn, phng trnh vi phn v sai phn, cc phng php ti u ho, l
thuyt tr chi... Trong cc phn tch kinh t, vi m cng nh v m,
cc phng php ton hc ny cn c gi l cc phng php ton
kinh t (mathematical methods for economics). Hin nay cc phng
php ton kinh t ngy cng c s dng rng ri vi cc kt qu ni
bt c cng b trong cc ti liu chuyn kho, cc tp ch chuyn
ngnh kinh t v cc tp ch lin ngnh khc.
Cn nhn mnh rng, d c s dng cc phng php ton kinh t
hay khng, quy trnh c bn ca vic phn tch kinh t vn l cn c vo
cc gi thit, cc nh hay cc nguyn l a ra cc kt lun hay cc

nh l thng qua mt qu trnh suy lun hay lp lun. Nhng khc vi
cc phn tch kinh t nh tnh, trong kinh t ton cc gi thit cng nh
cc kt lun c pht biu bng cc k hiu ton hc cng nh cc
phng trnh ton hc. Hn na, cc suy lun hay lp lun c a ra
da trn cc nh l ton hc. iu ny gip cho qu trnh suy lun tr
nn thun li v cht ch hn, cng nh gip cho vic pht biu cc kt
lun tr nn chnh xc hn.
Tm li, cc mt mnh ca vic s dng kinh t ton trong cc phn
tch kinh t l:
Cho php s dng ngn ng chnh xc hn.
Cho php s dng cc nh l ton hc rt a dng nhm gia tng
tc suy lun.
Bt buc phi pht biu cc gi thit mt cch r rng, khng hm
cha n , a ngha, do trnh c cc gi thit khng mong mun c
th pht sinh.
Gip x l cc bi ton kinh t nhiu bin mt cch hiu qu trong
vic phn tch kinh t vi m cng nh v m.
C th c kin (chng hn kin trc y ca trng phi kinh t
hc Vienna, o) cho rng: Kinh t ton s dng cc suy lun v cc phn
tch c tnh ch quan v hnh thc da vo cc nh l v phng php
ton hc a ra cc kt lun nn t c tnh thc tin. Tuy nhin, kin
ph phn kiu ny khng nn p dng ngay c i vi cc l thuyt kinh
t ni chung, ch khng ch i vi l thuyt kinh t ton. Tht vy, l s
khi qut ha ca th gii thc, mi l thuyt ni chung vn lun ch xt
ti mt s yu t v mi lin quan bn cht nht. Chng hn, khng th
ph phn l thuyt v li nhun ca cng ty trong iu kin cnh tranh
hon ho hay khng hon ho l khng thc tin, d l thuyt ny c
c a ra da trn cc cng c ton hc hay khng.
1.2. Phn loi cc phng php ton kinh t
Vic phn loi cc phng php ton kinh t l khng n gin v
thm ch cn cha c thng nht. Mc ch ca gio trnh ny, vi
dung lng thi gian t 45 ti 60 tit, l nhm gii thiu cho ngi hc
lm quen vi cc phng php ton kinh t c bn thng c p dng
trong kinh t ton trong khun kh cc cng c ton hc nu, bao gm
i s ma trn, php tnh o hm v tch phn, mt s phng php ti
u, phng trnh vi phn v sai phn. Cc cng c su sc v phc tp
hn ca ton kinh t nh quy hoch phi tuyn, quy hoch a mc tiu,
quy hoch ng, phng trnh tch phn, m phng ngu nhin, phn tch
Markov, l thuyt tr chi, ... s khng c cp trong gio trnh ny.
Cn ch rng, tuy cc phng php ton xc sut, ton thng k khi
p dng trong cc phn tch kinh t cng c coi l cc phng php ton
kinh t, nhng trong gio trnh ny chng ta cng khng cp ti. Cc
phng php ny thng c trnh by chi tit trong cc mn hc nh
Kinh t lng (Econometrics), Vn tr hc (Operations Research), hay
Cc phng php nh lng trong qun l kinh doanh (Quantitative
Methods for Management and Business). Ngoi ra, do thi lng mn hc,
gio trnh khng gii thiu cc phng php gii tch ngu nhin l c s
cho mn hc Ti chnh ton (Mathematical Finance) c rt nhiu ng
dng trong phn tch ti chnh. Khi nghin cu cc phng php ton kinh
t c cp ti trong gio trnh, cn tp trung vo vic nn s dng
chng nh th no trong phn tch cc vn kinh t, m khng nn qu
ch trng vo c s ton hc ca cc phng php ny.
1.3. So snh kinh t ton vi kinh t lng
Thut ng kinh t ton v kinh t lng i khi c s dng
mt cch nhm ln. Tht ra, kinh t ton i su vo phn tch cc m
hnh kinh t, cc l thuyt kinh t bng cch s dng cc cng c ton
hc. Trong khi , kinh t lng li lin quan n vic nh gi, o lng
cc s liu kinh t hay cc bin kinh t, tc l lin quan n cc nghin
cu da trn cc kho st thc nghim c s dng cc phng php
thng k v c lng, kim nh, d bo, phn tch hi quy v phn tch
nhn t... Mt trong nhng ngi t nn mng cho lnh vc nghin cu
v p dng kinh t lng l nh kinh t hc ngi Na Uy Ragnar Frisch.
Nh vy, kinh t ton c tnh cht suy lun, l thuyt cn kinh t
lng c tnh cht quy np, thc nghim. Tt nhin, cc phn tch kinh t

d l mang tnh l thuyt hay mang tnh thc nghim u quan trng.
Chng lun l s b sung cn thit cho nhau v lm tng cng hiu qu
ln nhau. Trc khi c a vo p dng, cc l thuyt ca kinh t ton
cn c kim nh v tnh ph hp cn c cc s liu thc nghim thu
c. Mt khc, xc nh c cc hng nghin cu lin quan mt
cch hp l, cc kho st thng k trong kinh t lng s c tin hnh
da trn mt l thuyt kinh t ch o. Mi lin quan ny c th hin
kh r, chng hn, trong cc nghin cu v hm tiu dng tng hp v
nhiu nghin cu kinh t khc.
2. Cc yu t ca m hnh kinh t ton
2.1. Khi nim m hnh kinh t
Nh trnh by trn y, mi l thuyt kinh t l s khi qut ha
cn thit ca th gii thc. nghin cu v mt vn kinh t thc t,
khng th xt ng thi tt cc cc yu t cng nh cc mi lin quan ni
ti (iu ny qu phc tp, i khi vt qu s hiu bit ca chng ta).
Hn na, cc yu t hay cc mi lin quan cng khng phi l c tm
quan trng nh nhau cho vic tm hiu bi ton kinh t t ra. Bi vy,
bng cch ny hay cch khc, chng ta cn la chn ra c cc yu t
v cc mi lin quan c bn nht xem xt. Vic la chn nh vy
trong nhiu trng hp l kh nhy cm.
Mt m hnh kinh t (economic model) l mt khung l thuyt, l mt
s din t (hay m t, th hin) c tnh khi qut mt vn kinh t
thc t. Khi xy dng m hnh cn ch trng tnh ph hp, tnh kh thi,
tnh thc tin v tnh mc ch. iu ny cho php m hnh c xut
ph hp vi cc c im c bn ca vn nghin cu v cc thng tin
thu thp c, ng thi c th c phn tch bi cc phng php hay
cng c thch hp nhm tm hiu v nhn thc thc tin mt cch su
sc. Trn c s phn tch m hnh phi a ra c cc tc ng iu
khin hp l nhm t c cc mc tiu ra.
Mt m hnh kinh t c th cha hoc khng cha cc yu t ton
hc, c th l mt m hnh ton hc hay khng phi l mt m hnh ton
hc. Nu mt m hnh kinh t l m hnh ton hc th n cn c gi l
m hnh kinh t ton (mt s tc gi gi l m hnh ton kinh t). M
hnh kinh t ton bao gm cc phng trnh (cc h thc ton hc ni
chung) m t cu trc ca m hnh. Cc phng trnh phn nh mi lin
quan gia cc bin kinh t di dng ton hc mt cch ph hp vi cc
gi thit ca m hnh. Nh vy, cc bin, hng s, tham s v cc loi
phng trnh l cc yu t c bn ca mt m hnh kinh t ton. Nh p
dng cc php ton, cc nh l ton hc, chng ta s a ra c cc kt
lun c suy ra mt cch logic t cc gi thit nu.
2.2. Bin, hng s v tham s
Bin l mt i lng m ln v du ca n c th bin thin, tc
l n c th nhn cc gi tr khc nhau. Chng hn, trong cc phn tch
kinh t thng gp cc loi bin sau y:
P: gi c (price),
: li nhun (profit),
R: doanh thu (revenue),
C: chi ph (cost),
Y: thu nhp (income),
...
Trong cc m hnh kinh t ton, cc bin c phn loi nh sau:
Bin ni sinh. Nu mt m hnh kinh t c xy dng mt cch
chnh xc th thng qua vic gii quyt m hnh c th xc nh c cc
gi tr ca mt s bin, chng hn nh xc nh c mc gi c lm cn
bng th trng hay mc sn phm u ra lm ti a ha li nhun. Cc
bin nh vy c gi l bin ni sinh, gi tr ca chng c xc nh
t cc mi lin quan ni ti ca m hnh.
Bin ngoi sinh. Bin ngoi sinh l cc bin vi cc gi tr c
xc nh bi cc yu t, cc lc lng xut hin ngoi m hnh. V vy,
ln ca cc bin ngoi sinh c coi nh cc s liu cho trc.
Mt bin kinh t c th l ni sinh hay ngoi sinh ty theo m hnh
hay l thuyt kinh t ang c xem xt. Chng hn, khi nghin cu m

hnh cn bng th trng th gi c P ca mt loi hng ha l bin ni
sinh. Nhng nu nghin cu l thuyt v chi ph ca ngi tiu dng th P
li l bin ngoi sinh, v P c coi l s liu u vo cho m hnh ny.
Ngc li so vi bin, hng s l mt i lng c gi tr khng thay
i. Hng s c th c k hiu bi cc s hoc, mt cch tng qut
hn, bi cc ch. Trong cc trng hp khi hng s c k hiu bi cc
ch, chng ta c cc hng s dng tham s, cn c gi mt cch ngn
gn hn l cc tham s. Gi tr ca cc tham s c coi l hng s ch
sau khi chng c xc nh.
Cc tham s thng c k hiu bi cc ch ci thng a, b, c hay
, , ... Cn cc bin ni sinh c k hiu bi cc ch in nh P, Q, R,
C hay , ... Bin ngoi sinh c phn bit vi bin ni sinh bi ch s
di 0 , chng hn nh P
0
, C
0
...
2.3. Cc loi phng trnh
Mi lin quan gia cc bin, hng hay tham s c th hin thng
qua cc phng trnh. Chng ta xt cc loi phng trnh thng gp
trong m hnh kinh t nh sau:
Phng trnh nh ngha (definitional equation).
Phng trnh hnh vi (behavioral equation).
Phng trnh cn bng (equilibrium equation).
Phng trnh nh ngha l mt ng thc m hai biu thc thay th
hai v ca n c cng mt ngha. Nh vy, du = trong phng
trnh nh ngha phi c hiu nh du (ng nht thc).
V d 1. Li nhun c nh ngha thng qua phng trnh nh
ngha sau: = R C, tc l li nhun thu c chnh l phn di ra ca
doanh thu sau khi tr i chi ph.
Phng trnh hnh vi phn nh cch thc mt bin thay i ph
thuc vo s thay i gi tr ca cc bin khc. N c th bao hm cc
hnh vi c thc ca con ngi (chng hn, khi xt mi lin quan ca
tiu dng tng hp ph thuc vo thu nhp quc dn) hoc cc hnh vi
v thc (chng hn, khi xem xt mi lin quan gia tng chi ph sn xut
v mc sn phm u ra). Tuy nhin, thit lp mt phng trnh hnh
vi cn tun theo cc gi thit nht nh. Nh vy, du = trong phng
trnh hnh vi phi c hiu nh mt mi lin quan ph thuc.
V d 2. Xt cc v d sau y v phng trnh hnh vi vi C l chi
ph v Q l mc sn phm u ra:
Chi ph C = 75 + 10Q.
Chi ph C = 110 + Q
2
.
Cc iu kin sn xut c m t trong hai phng trnh trn l khc
nhau. Trong phng trnh th nht chi ph c nh l 75, cn trong
phng trnh th hai chi ph c nh l 110. S bin thin ca chi ph C
cng l khc nhau trong hai phng trnh trn. Trong phng trnh th
nht khi Q tng ln mt n v th C tng 10 n v, cn trong phng
trnh th hai khi Q tng mt n v th C tng ln mt lng l: (Q + 1)
2

Q
2
= 2Q + 1. Chng hn nu Q tng t 12 ln 13 th C tng ln 25 n v.
Phng trnh cn bng m t iu kin cn bng, ni ng hn l cc
iu kin cn thit t ti tnh trng cn bng.
V d 3. Xt cc v d sau y v phng trnh cn bng:
Q
d
= Q
s
: Lng cu phi bng lng cung.
S = I: Tng tit kim phi bng tng u t.
Phng trnh th nht m t iu kin cn bng trong m hnh th
trng, cn phng trnh th hai m t iu kin cn bng trong m
hnh thu nhp quc dn. V bn cht, phng trnh cn bng khc vi
phng trnh nh ngha v phng trnh hnh vi. Phng trnh cn
bng c mt ngha quan trng trong cc phn tch kinh t tm ra
cc trng thi cn bng.

Chng II
PHN TCH CN BNG TNH
1. Phn tch cn bng trong kinh t
1.1. Khi nim v trng thi cn bng
Cn bng hay trng thi cn bng c th c hiu l mt tp hp c
cu trc ca cc bin c la chn, c lin quan ni ti v c iu
chnh thch hp vi nhau, sao cho trong m hnh m chng to nn,
khuynh hng thay i khng tim n mt cch ng k.
Cm t cc bin c la chn c nu trn c ngha l, theo s
la chn ca nh phn tch kinh t, c mt s bin khng c a
vo m hnh. Nh vy, trng thi cn bng ch lin quan ti cc bin
c la chn v c a vo xem xt m thi. Nu m hnh c m
rng bao gm c cc bin khc th c th trng thi cn bng trn s
khng cn duy tr c na. Cm t c lin quan ni ti c ngha l
t ti tnh trng cn bng, cc bin c la chn u phi trong trng
thi dng. Hn na trng thi dng ca cc bin cng phi tng thch
vi nhau. Nu tri li, vic mt s bin thay i c th ko theo vic cc
bin khc thay i theo phn ng dy chuyn, do trng thi cn bng
c th khng cn tn ti na. Cm t tim n trong m hnh ni ln
rng trong trng thi cn bng, cc trng thi dng ca cc bin c
thit lp da trn vic cn bng cc bin ni sinh trong khi cc bin ngoi
sinh c coi l khng i. C th ni, trng thi cn bng l trng thi
m vi gi tr cho trc ca cc bin ngoi sinh, ca cc tham s, gi tr
ca cc bin ni sinh c xc nh v khng thay i theo thi gian.
Nh vy, trng thi cn bng l tnh trng c c trng bi vic
khng pht hin thy c khuynh hng thay i. Do , phn tch cn bng
tm ra cc trng thi nh vy cn c gi l phn tch tnh hay phn
tch cn bng tnh (static equilibrium). Tuy nhin, vic khng pht hin
thy c khuynh hng thay i hay ng lc thay i khng ng ngha
vi vic nht thit cn coi tnh trng cn bng l l tng. i vi nhiu
cng ty, tnh trng cn bng cung cu hin ti v sn phm c th cn c
thay i ch khng th coi l l tng. Tnh trng cn bng, bi vy, c th
c hiu nh tnh hung, m cc bin ni sinh c khuynh hng duy tr
chng li cc thay i t pha ngoi, t pha cc bin ngoi sinh.
Mt kiu cn bng khc l cn bng c mc ch (goal
equilibrium), hay cn bng ti u, c phn tch thng qua cc bi ton
ti u. Trng thi cn bng nh vy c th c coi l l tng, hay t
nht c coi l trng thi mong mun trong iu kin hin c. Trong
nhng trng thi cn bng nh vy, cc bin c la chn, c lin quan
ni ti vi nhau v c iu chnh thch hp vi nhau, sao cho trong m
hnh m chng to nn, trng thi l tng hay mong mun xy ra. Trong
chng ny, chng ta s ch gii hn trong vic nghin cu cn bng tnh
khng c tnh mc ch.
1.2. Mt s v d v phn tch cn bng tnh
Trong cc m hnh cn bng tnh, bi ton t ra l cn xc nh cc
gi tr ca cc bin ni sinh sao cho phng trnh cn bng ca m hnh
c tha mn. Mt khi cc gi tr c xc nh, trng thi cn bng
cng s c thit lp. Chng ta hy minh ha vn ny qua m hnh
(tuyn tnh cng nh phi tuyn) phn tch cn bng th trng ring, tc
l cn bng th trng i vi mt mt hng.
V d 1. M hnh tuyn tnh cn bng th trng ring.
Trong m hnh ny chng ta ch xt mt mt hng vi cc bin: Q
d
l
lng cu, Q
s
l lng cung v P l gi c ca mt hng. Lc cn xc
nh nghim ( P , Q) sao cho
d
Q =
s
Q = Q v P tha mn h phng
trnh tuyn tnh sau:
Q
d
= Q
s
(2.1)
Q
d
= a bP (vi iu kin a > 0, b > 0) (2.2)
Q
s
= c + dP (vi iu kin c > 0, d > 0 ). (2.3)
Trong h trn, phng trnh (2.1) l phng trnh cn bng xc nh
iu kin cn bng gia cu v cung. Phng trnh (2.2) v (2.3) l cc

phng trnh hnh vi m t s bin thin ca cu v cung ph thuc vo
P. n gin, cc mi lin quan ny c coi l tuyn tnh. Cc tham
s a, b, c, d xc nh cc mi lin quan ny. Trong phng trnh (2.3) ta
c Q
s
= c + dP vi c > 0, d > 0. iu kin ny c ngha l cung Q
s
ch
xut hin (Q
s
> 0) mt khi gi c P ca mt hng vt qua mt ngng
dng ti thiu P
1
= c/d.
Nghim ( P , Q ) c gi l trng thi cn bng,
d
Q =
s
Q = Q l
mc cn bng cung cu v P l mc cn bng gi. Trn hnh II.1, nghim
( P , Q ) chnh l giao im ca cc ng cu v ng cung.

D thy rng t h trn y ta c:
Q = a bP
Q = c + dP .
Do mc cn bng gi v mc cn bng cung cu c xc nh
nh sau:
P =
+
+
a c
b d

Q =
+
ad bc
b d
.
Q
d
Q
s
c
O
a
P
P
1
( )
P, Q
P
Q
Q
d
= a bP
Q
s
= c + dP
Hnh II.1
m hnh c ngha thc t, cc tham s a, b, c v d u phi ly
gi tr dng v tha mn iu kin ad bc > 0.
V d 2. M hnh phi tuyn cn bng th trng ring.
Cc mi ph thuc ca cu hay cung vo gi c khng nht thit phi
l tuyn tnh. Ni chung, cc mi lin quan ny l phi tuyn. Xt v d sau:
Q
d
= Q
s

Q
d
= 4 P
2
Q
s
= 4P 1.
T c phng trnh P
2
+ 4P 5 = 0. Trong hai nghim ca
phng trnh ny: P
1
= 1 v P
2
= 5, chng ta ch ly nghim P
1
= 1.
Thay vo, s tm c
d
Q =
s
Q = Q = 3. Hnh II.2 minh ha cc ng
cu v ng cung cng nh trng thi cn bng.

2. Cc m hnh tuyn tnh trong phn tch cn bng tnh
2.1. M hnh cn bng th trng tng qut
Xt v d n gin v m hnh cn bng th trng tuyn tnh vi hai
mt hng:
Hnh II.2
1
O
4
P 2
Q
d
Q
s
( )
P, Q
Q
d
= 4 P
2

Q
s
= 4P 1
3
1

Q
d1
= Q
s1

Q
d1
= a
0
+ a
1
P
1
+ a
2
P
2

Q
s1
= b
0
+ b
1
P
1
+ b
2
P
2

Q
d2
= Q
s2

Q
d2
=
0
+
1
P
1
+
2
P
2

Q
s2
=
0
+
1
P
1
+
2
P
2
.
Cn xc nh trng thi cn bng ca th trng vi hai mt hng
( )
1 2 1 2
P , P , Q , Q tha mn h phng trnh trn vi
1d
Q =
1s
Q =
1
Q v
2d
Q =
2s
Q =
2
Q .
K hiu: c
i
= a
i
b
i
,
i
=
i

i
vi i = 0, 1, 2, ta c:
c
1
P
1
+ c
2
P
2
= c
0

1
P
1
+
2
P
2
=
0
.
Do :
P
1
=

2 0 0 2
1 2 2 1
c c
c c

P
2
=

0 1 1 0
1 2 2 1
c c
c c
.
T s tm c cc lng cu cung cn bng i vi hai mt
hng: Q
1
= Q
d1
= Q
s1
, Q
2
= Q
d2
= Q
s2
.
Xt v d tnh ton vi cc gi tr c th ca cc tham s sau y:
Q
d1
= Q
s1

Q
d1
= 10 2P
1
+ P
2

Q
s1
= 2 + 3P
1
Q
d2
= Q
s2

Q
d2
= 15 + P
1
P
2

Q
s2
= 1 + 2 P
2
.
a h iu kin trn v h phng trnh tuyn tnh vi 4 n, d
dng xc nh c cc gi tr cn bng:
P
1
=
26
7
, P
2
=
46
7

Q
1
=
64
7
, Q
2
=
85
7
.
Ch rng, trong trng hp m hnh cn bng th trng hai mt
hng l h phng trnh phi tuyn, cn p dng dng cc phng php
ton hc v / hoc phn mm tnh ton thch hp tm cc gi tr cn
bng ca gi c, cu v cung.
Trong trng hp tng qut, m hnh cn bng th trng vi n mt
hng c pht biu ton hc nh sau:
Q
di
(P
1
, P
2
, P
3
, ...., P
n
) = Q
si
(P
1
, P
2
, P
3
, ...., P
n
)
i = 1, 2, ..., n.
Trong , Q
di
v Q
si
c th l cc hm tuyn tnh hay phi tuyn ca
P
1
, P
2
, P
3
, ...., P
n
. Cc gi c cn bng xc nh c t h iu kin
trn s ph thuc vo cc tham s ca m hnh
i
P =
i
P (a
1
, a
2
, ..., a
m
) ,
i = 1, 2, ..., n.
2.2. M hnh thu nhp quc dn
Xt m hnh thu nhp quc dn Keynes
Y = C + I
0
+ G
0
(y l phng trnh cn bng)
C = a + bY (vi iu kin a > 0, 0 < b < 1).
Trong :
Y: thu nhp quc dn, l bin ni sinh,
C: mc tiu dng quc dn, l bin ni sinh,
I
0
:

tng u t quc gia, l bin ngoi sinh,
G
0
:

tng chi ph cho b my hnh chnh nh nc, l bin ngoi sinh.

Cc tham s a, b ln lt l chi ph tiu dng c nh (autonomous
consumption expenditure) v h s tiu dng bin (marginal propensity
to consume).
T m hnh trn c th xc nh c cc mc cn bng ca thu
nhp quc dn v mc tiu dng quc dn ph thuc vo gi tr ca cc
bin ngoi sinh I
0
v G
0
:
+ +
=
0 0
a I G
Y
1 b

+ +
=
0 0
a b(I G )
C
1 b
.
Hay, nu vit di dng vc t, th c:
(
(
(

Y
C
=
1
1 b
+ + (
(
+ +

0 0
0 0
I G a
b(I G ) a
.
Cc mc cn bng thu nhp quc dn hay tiu dng quc dn c th
l cao hay thp ph thuc vo I
0
, G
0
, a v b theo cng thc trn. Chng
hn, nu c nh I
0
,

G
0
v a, th vi b cng ln st 1, Y v C cng cao.
Do , tng thu nhp quc dn, c th p dng chnh sch kch cu
(tng h s tiu dng bin).
Cn ch rng m hnh thu nhp quc dn Keynes l mt m hnh
kh n gin. M hnh thu nhp quc dn sau y coi chi ph cho b
my hnh chnh nh nc l bin ni sinh ph thuc vo mc thu nhp
quc dn:
Y = C + I
0
+ G
C = a + b(Y T
0
) (vi iu kin: a > 0, 0 <b < 1)
G = gY (vi iu kin: 0 < g < 1).
Trong :
Y: thu nhp quc dn,
C: tiu dng quc dn,
G: tng chi ph cho b my hnh chnh nh nc,
T
0
: tng thu thu quc gia,
I
0
: tng u t quc gia,
g: h s thu.
C th xc nh c cc mc cn bng cho thu nhp quc dn, tiu
dng quc dn v chi ph cho b my nh nc, cn c vo gi tr ca
cc bin ngoi sinh v cc tham s a, b, g.
2.3. M hnh u vo u ra Leontief
Phn tch tnh u vo u ra Leontief nhm tr li cu hi: Mi
mt trong n ngnh cng nghip ca mt nn kinh t phi m bo mt
mc sn xut hng ha u ra bng bao nhiu va vn tha mn
tng cu v loi hng ha , tc l tha mn c chnh cc ngnh cng
nghip v nhu cu chung ca x hi.
Cm t u vo u ra c ngha l: u ra ca mt ngnh cng
nghip A li c th l u vo cn thit cho mt hoc mt s ngnh cng
nghip B, C, D ... no . Do , mc u ra hp l ca ngnh cng
nghip A (khng b thiu ht hay thng d) l ph thuc vo nhu cu u
vo ca cc ngnh cng nghip B, C, D ... v nhu cu chung ca x hi,
bao gm cc nhu cu v tiu dng, tch ly ti sn v xut khu. Mt
cch tng qut c th ni, mc u ra hp l ca mi ngnh cng nghip
ph thuc vo chnh cc nhu cu u vo ca cc ngnh cng nghip.
Vic xc nh ng cc mc u ra hp l ca cc ngnh cng nghip
cn bng cc u vo gip cho nn kinh t gi c n nh v pht
trin, khng xy ra cc tnh trng nt tht c chai (bottleneck), khi
u ra ca mt s loi hng ha qu khan him khng dng lm u
vo cho cc ngnh cng nghip khc. Chnh v vy, m hnh u vo
u ra Leontief cng c th c coi l mt m hnh phn tch cn bng.
nghin cu v cu trc ca m hnh u vo u ra Leontief,
chng ta cn xt n cc gi thit sau y ca m hnh:
Mi mt ngnh cng nghip j ch sn xut mt loi hng ha j.
Tuy nhin, gi thit ny cho php xem xt vic hai hoc nhiu hn

loi hng ha c sn xut vi cc t l c nh (bn c c th t
tm hiu iu ny).
Mi ngnh cng nghip s dng mt t l u vo c nh sn
xut hng ha u ra.
Vic sn xut mi loi hng ha c tnh cht hiu sut khng i
(constant return to scale), tc l nu m rng u vo k ln th u ra s
tng k ln .
Theo gi thit th hai trn y, vi mi j = 1, 2, ..., n, ngnh cng
nghip j sn xut ra mt n v hng ha loi j cn c cc t l u vo c
nh a
ij
cc hng ha loi i, i = 1, 2, ..., n. Chng hn, a
32
= 0,35 c ngha l
sn xut ra mt lng hng ha loi 2 c gi tr bng 1 n v tin t
(chng hn nh 1 triu ng, y n v sn phm c tnh theo n v
tin t) cn c mt lng sn phm loi 3 lm u vo c gi tr 0,35 triu
ng. Cc t l u vo a
ij
c gi l cc h s u vo, cn ma trn A =
[a
ij
]
nn
c gi l ma trn h s u vo hay ma trn u vo:
u ra: 1 2 ... N
u vo
1
2
...
N

(
(
(
(
(

11 12 1n
21 22 2n
n1 n2 nn
a a ... a
a a ... a
... ... ... ...
a a ... a
= A
Trong m hnh Leontief, nhu cu chung ca x hi d
j
v loi hng
ha j c coi l nhu cu cui cng (final demand) phn bit vi cc
nhu cu u vo (input demand) s dng cho sn xut. Nhu cu chung
l nhu cu dnh cho thnh phn m (open sector), l ni cung cp
dch v, lc lng lao ng cho cc ngnh cng nghip, tc l cung cp
u vo c bn (primery input).
Ma trn u vo A phi c tnh cht: tng cc phn t ca ct j l
=
n
ij
i 1
a < 1, j = 1, 2, ..., n, tc l to ra mt lng hng ha loi j c
gi tr 1 n v tin t, tng gi tr cc u vo cn thit phi t hn 1 n
v tin t. Phn di ra trn 1 n v (tnh theo n v tin t) u ra ca
hng ha loi j sau khi tr i tt c chi ph do s dng cc loi hng ha
u vo l 1
=
n
ij
i 1
a l mt lng (tin) li c dnh ton b tr
lng cho u vo c bn (thnh phn m ca nn kinh t).
T cc phn tch trn, chng ta i ti h phng trnh sau y:
x
1
= a
11
x
1
+ a
12
x
2
+ ... + a
1n
x
n
+ d
1

x
2
= a
21
x
1
+ a
22
x
2
+ ... + a
2n
x
n
+ d
2

... (2.4)
x
n
= a
n1
x
1
+ a
n2
x
2
+ ... + a
nn
x
n
+ d
n
,
hay:
(1 a
11
)x
1
a
12
x
2
... a
1n
x
n
= d
1

a
21
x
1
+ (1 a
22
)x
2
... a
2n
x
n
= d
2

... (2.5)
a
n1
x
1
a
n2
x
2
... + (1 a
nn
)x
n
= d
n
.
Trong :
d
i
: nhu cu chung ca x hi v sn phm loi i,
x
i
: mc sn xut u ra ca ngnh cng nghip i.
Gii thch: H (2.4) l h c n n, n phng trnh. Xt phng trnh
th nht ca h (2.4), mc sn xut u ra ca hng ha loi 1 l x
1
phi
va vn bng tng lng hng ha loi 1 cn thit cho u vo khi sn
xut cc loi hng ha loi 1, 2, 3, ..., n v cho nhu cu chung (nhu cu
cui cng) ca x hi v hng ha loi 1. Cc phng trnh khc c gii
thch tng t.
Chng ta s dng cc k hiu ton hc sau y:

x =
(
(
(
(
(
(

1
2
n
x
x
...
x
l vc t u ra, d =
(
(
(
(
(
(

1
2
n
d
d
...
d
l vc t cu,
A = [a
ij
]
nn
l ma trn h s u vo, T = I A c gi l ma trn
cng ngh.
C th kim tra c rng T l ma trn khng suy bin do iu kin
1
=
n
ij
i 1
a > 0, j = 1, 2, ..., n.
H (2.4) c vit di dng ma trn nh sau:
x Ax = d (I A)x = d Tx = d x = T
1
d.
V d 3. Xt m hnh u vo u ra Leontief vi ma trn u vo:
A =
(
(
(
(

0, 2 0, 3 0, 2
0, 4 0,1 0, 2
0,1 0, 3 0, 2

C th thc hin cc phn tch sau:
a) ngha ca a
ij
: Chng hn a
12
= 0,3, a
22
= 0,1, a
32
= 0,3 c ngha l
sn xut ra 1 n v (tnh bng gi tr tin t, chng hn 1 triu ng)
hng ha loi 2, cn c cc lng u vo l 0,3 triu ng hng ha loi
1, 0,1 triu ng hng ha loi 2 v 0,3 triu ng hng ha loi 3.
b) Tnh cht 1
=
3
ij
i 1
a > 0, j = 1, 2, 3 l ng i vi ma trn A.
Chng hn, vi j = 2 ta c 1
=
3
i2
i 1
a = 1 (a
12
+ a
22
+ a
32
) = 0,3 = a
02
> 0.
Vy 0,3 (triu ng) l s tin li khi sn xut 1 triu ng lng hng
ha loi 2, v c dnh tr lng cho u vo c bn (dch v, lao
ng s dng trong ngnh cng nghip 2 cho vic sn xut ra c 1
triu ng hng ha loi 2). Tng t, ta c a
01

= 0,3 v a
03

= 0,4.
c) T = I A =
(
(

(
(

0,8 0, 3 0, 2
0, 4 0, 9 0, 2
0,1 0, 3 0,8
detT = 0,384 0.
d) Gii h phng trnh Tx = d vi vc t d l vc t tham s ta c
x = T
1
d vi
T
1
=
1
0, 384

(
(
(
(

0, 66 0, 30 0, 24
0, 34 0, 62 0, 24
0, 21 0, 27 0, 60
.
Vic tnh ma trn nghch o T
1
c th thc hin theo cng thc
thng thng (nh cng thc trn), hoc c th tnh gn ng theo cng
thc sau:
T
1
= (I A)
1
= I + A + A
2
+ ... + A
m
+ ...
I + A + A
2
+ ... + A
m
.
iu ny l do vi ma trn A c tnh cht nh bit: cc phn t
u khng m v tng cc phn t trn mi ct u nh hn 1, c th
chng minh c A
m
s dn tin ti ma trn 0 khi m (bn c t
tm hiu iu ny trong cc gio trnh i s tuyn tnh).
e) Gi s vc t cu c xc nh d =
(
(
(
(

10
5
6
(100 t ng). p
dng cng thc tnh nghim ca h Cramer dng ma trn nghch o, ta c:
x = T
1
d
(
(
(
(

1
2
3
x
x
x
=
1
0, 384

(
(
(
(

0, 66 0, 30 0, 24
0, 34 0, 62 0, 24
0, 21 0, 27 0, 60
(
(
(
(

10
5
6

=
(
(
(
(

24,84
20, 68
18, 36
(100 t ng).

Chng hn, c th tnh
1
x
=
1
0, 384
(0,6610 + 0,305 + 0,246) =
9, 54
0, 384
= 24,84.
Ngoi ra c th tm c x
1
, x
2
v x
3
theo cng thc Cramer. Tuy
nhin cch tm x theo cng thc x = T
1
d t ra thun tin hn trong
trng hp ma trn u vo A khng thay i m ch c vc t cu d
thay i.
g) C th xc nh c mc lng tr cho u vo c bn ca tng
ngnh cng nghip cn c vo cc phn tch ti mc b). Chng hn, sn
xut ra 24,84100 t ng hng ha loi 1, cn mt lng lao ng (k c
dch v) cho ngnh cng nghip 1 tng ng vi mc lng l a
01

24,84100 = 0,3 24,84100 = 8,65100 t ng. Vy m bo cho nn
kinh t vi ba ngnh cng nghip nh trong v d ny p ng c vc t
cu d cho, cn c mt lng lao ng tng ng vi mc lng l:
=
3
0j j
j 1
a x = (0,3 24,84 + 0,3 20,68 + 0,4 18,36)100
= 21100 t ng.
Bi tp Chng II
Bi 1. Gi s cc hm cung v hm cu bit:
a) Q
d
= 51 3P, Q
s
= 6P 10;
b) Q
d
= 30 2P, Q
s
= 5P 6.
Hy tm cc mc cn bng cung cu Q v mc cn bng gi P .
Bi 2. Tm nghim cn bng ca cc m hnh cn bng th trng sau:
a) Q
d
= Q
s
, Q
d
= 3 P
2
, Q
s
= 6P 4;
b) Q
d
= Q
s
, Q
d
= 8 P
2
, Q
s
= P
2
2.
Bi 3. Cho bit cc hm cu v hm cung trong m hnh th trng vi
hai mt hng:
Q
d1
= 18 3P
1
+ P
2
, Q
s1
= 2 + 4P
1
;
Q
d2
= 12 + P
1
2P
2
, Q
s2
= 2 + 3P
2
.
Tm cc mc cn bng cung cu v cn bng gi ca hai mt hng
i
Q ,
i
P , i =1, 2.
Bi 4. Xt m hnh sau:
Y = C + I
0
+ G
0
,
C = a + b(Y T) (vi iu kin a > 0, 0 0, 0 < t < 1).
Trong Y, C, T ln lt l thu nhp quc dn, tiu dng quc dn
v tng thu thu quc gia u l cc bin ni sinh, cn I
0
v G
0
l tng
u t quc gia v tng chi ph cho b my hnh chnh nh nc u l
cc bin ngoi sinh.
a) Hy cho bit ngha ca cc tham s a, b, c v d.
b) Tm cc mc cn bng Y , C v T .
Bi 5. Xt m hnh thu nhp quc dn sau:
Y = C + I
0
+ G,
C = a + b(Y T
0
) (a > 0, 0 < b < 1),
G = gY (0 < g < 1).
Trong Y, C, G ln lt l thu nhp quc dn, tiu dng quc dn
v tng chi ph cho b my hnh chnh nh nc u l cc bin ni sinh,
cn I
0
v T
0
l tng u t quc gia v tng thu thu quc gia u l cc
bin ngoi sinh.
a) Hy cho bit ngha ca tham s g.
b) Tm cc mc cn bng Y , C v G.

Bi 6. Tm Y v C t cc iu kin sau:
Y = C + I
0
+ G
0
,
C = 25 + 6Y
1/2
,
I
0
= 16, G
0
= 14.
Bi 7. Xt m hnh u vo u ra Leontief vi ma trn u vo:
A =
(
(
(
(

0, 2 0, 3 0, 2
0, 4 0,1 0, 2
0,1 0, 3 0, 2
.
Cho bit d
1
= 30, d
2
= 15 v d
3
= 10 (n v l 100 t ng).
a) Hy xc nh cc mc u ra cn thit ca cc ngnh cng nghip.
b) Hy xc nh mc tin lng tr cho u vo c bn i vi tng
ngnh cng nghip v cho c ba ngnh cng nghip.
Bi 8. Xt mt nn kinh t vi hai ngnh cng nghip (ch o). Cho bit
ngnh cng nghip 1 s dng mt lng sn phm loi hng ha 1 tr gi
0,1 triu ng v mt lng sn phm loi hng ha 2 tr gi 0,6 triu
ng lm u vo sn xut ra c mt lng sn phm loi hng ha
1 tr gi 1 triu ng. Trong khi , ngnh cng nghip 2 ch s dng mt
lng sn phm loi hng ha 1 tr gi 0,5 triu ng lm u vo sn
xut ra c mt lng sn phm loi hng ha 2 tr gi 1 triu ng.
a) Hy thit lp ma trn u vo, ma trn cng ngh v phng trnh ma
trn xc nh cc mc u ra cho nn kinh t trn.
b) Hy tm cc mc u ra cn thit tha mn c cc nhu cu u
vo s dng cho sn xut cng nh nhu cu ca thnh phn m.
Bi 9.
a) Chng minh rng: (I A)(I + A + A
2
+ A
3
+ ... + A
m
) = I A
m+1
,
trong A l ma trn vung cp n, I l ma trn n v cng cp.
b) Gi s tt c cc phn t ca A u khng m. Gi N(A) l chun
ca A c nh ngha bi gi tr ln nht ca tng tng ct ca A. Hy
chng t rng N(A
m
) [N(A)]
m
, t suy ra vi m ln: A
m
O (ma trn
vi tt c cc phn t bng 0). Vy c th tnh gn ng ma trn nghch o:
T
1
= (I A)
1
I + A + A
2
+ A
3
+ ... + A
m
.
Bi 10. Xt m hnh u vo u ra Leontief vi ma trn u vo:
A =
(
(
(
(

0, 05 0, 25 0, 34
0, 33 0,10 0,12
0,19 0, 38 0

Cho d
1
= 1800, d
2
= 200 v d
3
= 900 (n v l 100 t ng).
a) Cho bit ngha ca cc phn t a
21
= 0,33 v a
33
= 0 trong
ma trn A.
b) Cho bit ngha ca tng cc phn t trn ct th ba ca ma trn A.
c) Hy xc nh cc mc u ra cn thit ca cc ngnh cng nghip.
d) Hy xc nh mc tin lng tr cho u vo c bn i vi tng
ngnh cng nghip v cho c ba ngnh cng nghip.

Chng III
PHN TCH SO SNH TNH
1. Phn tch so snh tnh trong kinh t
1.1. Khi nim phn tch so snh tnh
Phn tch so snh tnh (comparative statics) thc cht l vic so snh
cc trng thi cn bng khc nhau ca mt m hnh kinh t no . l
cc trng thi cn bng t c vi cc gi tr khc nhau ca cc tham
s v ca cc bin ngoi sinh ca m hnh.
Chng hn trong m hnh th trng ring, gi s trng thi cn bng
t c, tc l xc nh c mc gi cn bng v mc cung cu
cn bng l P v Q. Mt s yu t mt cn bng s xut hin khi cc gi
tr ca mt s bin ngoi sinh hay mt s tham s ca m hnh thay i.
iu ny dn ti vic cc gi tr cn bng ca cc bin ni sinh (l P v
Q) s thay i v trong m hnh xut hin trng thi cn bng mi.
Tng t, trong m hnh thu nhp quc dn, khi gi tr ca cc tham s
hay ca cc bin ngoi sinh thay i, th m hnh s t ti trng thi cn
bng mi, xc nh bi cc mc cn bng mi ca thu nhp quc dn Y
v tiu dng quc dn C. Vy chng ta c th nghin cu so snh cc
trng thi cn bng mi v c theo cch thc no? chnh l vn cn
tho lun trong chng ny.
V d 1. Xt m hnh thu nhp quc dn sau y:
Y = C + I
0
+ G
0

C = a + bY (vi iu kin: a > 0, 0 < b <1).
Lc cc mc cn bng ca thu nhp quc dn v tiu dng quc
dn l:
Y=
0 0
a I G
1 b
+ +
= Y(a, b, I
0
, G
0
)
C=
0 0
a b(I G )
1 b
+ +
= C( a, b, I
0
, G
0
).
V vy, vic thay i cc gi tr ca a, b, I
0
, G
0
s dn ti trng thi
cn bng ( Y, C) thay i. Vn cn phn tch y l: cc mc cn
bng Y, C s thay i th no v hng (tng ln hay gim i?) cng
nh v bin (tc thay i l nhanh hay chm?). y chnh l cc
ni dung c bn ca phn tch so snh tnh. nghin cu lnh vc ny,
trc ht cn phn tch ngha ca o hm, mt khi nim nn tng ca
Gii tch ton hc, t tm hiu khi nim tc bin thin ca cc
bin kinh t
1.2. o hm v tc bin thin ca cc bin kinh t
Cho hm s y = f(x) xc nh v kh vi trong mt min D R. Lc
, x D o hm ca f(x) c xc nh v k hiu nh sau:
y = f(x) =
dy
dx
=
x 0 x 0
f (x x) f (x) y
lim lim
x x

+
=

.
Do c th thy rng:
dy
dx

x
y
khi x nh.
Mt khc ta thy:
y
x
chnh l tc bin thin trung bnh ca hm s

y khi i s x chy t x ti x + x . Cn ' y =
dy
dx
=
x 0
y
lim
x

l tc
thay i tc thi ca hm s y = f(x) ti x. Vy c th ni rng tc thay
i tc thi ca hm s l xp x bng tc thay i trung bnh ca n
khi s gia i s x nh.
Ch . Tc thay i tc thi ca y theo x l ' y =
dy
dx
=
x 0
y
lim
x

y
x
khi x nh nht c th c. Thng thng ta chn x = 1 (n

v nh nht c th). Lc y
y
x
c gi l t l bin hay tc thay

i bin hay hm bin (marginal function). Vy tc thay i tc thi
ca hm s c th c ly xp x bi t l bin.

Minh ho hnh hc

Trn hnh III.1, ta thy y = tg tg =
y
x
.
V d 2. Xt hm tng chi ph C ph thuc vo mc sn xut u ra
Q nh sau:
C = Q
3
4Q
2
+ 10Q + 75 ( y 75 l chi ph c nh).
C =
dC
dQ
= 3Q
2
8Q + 10 l chi ph bin (marginal cost MC).

Q 3
C'
=
= 13

C
Q
ti Q = 3 vi Q = 1.
hm bin = 13 ti mc Q =3.
ti mc Q = 3, nu mc sn xut u ra tng thm 1 n v sn phm
th tng chi ph C phi tng thm khong 13 n v.
Phn tch tng t, ti mc Q = 2, nu mc sn xut u ra tng
thm 1 n v sn phm th tng chi ph C phi tng thm khong 6 n
v. So snh hai kt qu trn ta thy: tc tng tc thi ca chi ph ti Q
= 3 l cao hn tc tng tc thi ca chi ph ti Q = 2.
V d 3. Xt trng hp cng ty sn xut mt loi sn phm vi cc
bin AR l doanh thu trung bnh (average revenue), Q l lng sn phm
y
y + y
x
x x + x
y
B
O
A
Hnh III.1

u ra (quantity output). Gi s doanh thu trung bnh ph thuc vo
lng sn phm u ra theo mi quan h: AR = 15 Q (trong trng hp
tng qut AR c th l hm phi tuyn). Lc tng doanh thu R = ARQ
= 15Q Q
2
nn doanh thu bin (marginal revenue) MR = R = 15 2Q.
Trong trng hp tng qut, nu AR = f(Q) th R = f(Q)Q v MR =
R = f(Q) + Qf(Q). Vy MR AR = Qf(Q) . Do AR =
R
Q
=
Q
PQ
= P
nn doanh thu trung bnh cng chnh l gi P ca mt n v sn phm. Do
P = AR = f(Q). y chnh l mi quan h gia mc sn xut u ra Q
v gi P, cn gi l hm cu ngc, v Q = f
1
(P) l hm cu i vi sn
phm ca cng ty.
Trong iu kin cnh tranh hon ho, AR l mt hng s nn f(Q) = 0,
do MR AR = 0 i vi mi mc u ra Q, nn cc ng doanh thu
trung bnh AR v doanh thu bin MR l trng nhau. Trong iu kin cnh
tranh khng hon ho, thng thng hm AR c o hm m hay ng
AR c dc m (xem hnh III.2). l v khi Q tng th AR gim hay
f(Q) < 0. Lc ny, ta c MR AR = Qf(Q) < 0 nn ng doanh thu
bin nm thp hn ng doanh thu trung bnh.

AR=P
P > 0
AR= P = f(Q)
AR
MR
MR
Qf(Q)
Q
O
Q
Hnh III.2

1.3. Phn tch so snh tnh m hnh th trng ring
Xt m hnh th trng th trng ring (vi mt loi hng ha):
Q
d
= a bP (vi a, b > 0)
Q
s
= c + dP (vi c, d > 0)
Q
s
= Q
d
.
Trng thi cn bng c xc nh bi cc mc gi cn bng v cung
cu cn bng nh sau:
P =
a c
b d
+
+

Q =
ad bc
b d
+
.
phn tch so snh tnh v mt nh tnh cng nh nh lng m
hnh trn, cn tnh o hm ring ca P v Q theo a, b, c, d:
Trong phn tch nh tnh, phi xc nh c du ca cc o hm
ring bit c xu hng P v Q l tng hay gim khi cc tham s a,
b, c v d ca m hnh thay i.
Trong phn tch nh lng, cn xc nh c ln (magnitude)
ca cc o hm ring t xc nh c cc tc thay i bin.
Chng hn, ta c
a
P
=
1
b d +
> 0 nn khi a tng th P tng. Gi s
b = 2 v d = 3 l cc gi tr cho ca cc tham s b v d. Lc
a
P
=
5
1

a
P
. Vy vi b, c, d c coi l c nh th khi a tng thm

1% s ko theo P tng thm khong 0,2%.
Tng t, do
Q
d
=
2
ab bc
(b d)
+
+
> 0 nn khi cho a, b, c c nh th d
tng s ko theo Q tng. Cn tc tng bin ca Q theo d l do cc gi
tr ca cc tham s a, b, c v d quyt nh.
Minh ha hnh hc
Xt hm bin ca P theo a:
a
P
=
1
b d +
. Hnh III.3 minh ha s
thay i trng thi cn bng t
( )
P, Q sang
( )
P', Q' khi a tng, cn b, c, d
c coi l c nh. Tng t, chng ta c th xt minh ha hnh hc cho
cc trng hp khc.

1.4. Phn tch so snh tnh m hnh thu nhp quc dn
Xt m hnh thu nhp quc dn vi cc bin ni sinh Y, C v T ln
lt l thu nhp quc dn, tiu dng quc dn v thu; cc bin ngoi
sinh I
0
, G
0
l mc tng u t v chi ph cho b my nh nc.
Y = C + I
0
+ G
0
(vi iu kin: > 0, 0 < < 1)
C = + (Y T) (vi iu kin: > 0)
T = + Y (vi iu kin: 0 < < 1).
D dng tm c mc thu nhp quc dn cn bng theo cng thc sau:
0 0
I G
Y
1
+ +
=
+
.
Hnh III.3
( )
P, Q
( )
P', Q'
a
ng cu Q
d
= a + bP
O P
Q
d
Q
s
ng cung Q
s
= c + dP
a

Thc hin vic tnh cc o hm ring ca Y theo G
0
, I
0
, , , v
, chng ta c:
0
Y
G
=
0
Y
I
=
Y
=
1
1+
> 0
Nu G
0
hoc I
0
hoc tng th Y tng.
Y
=
1
+
< 0 Nu tng th Y gim.
Y
=
0 0
2
( I G )
(1 )
+ +
+
=
Y
1
+
< 0
Nu tng th Y gim.
Y
=
0 0
2
(1 ) ( I G )( 1 )
(1 )
+ + + +
+

=
0 0
2
( I G )(1 )
(1 )
+ + +
+

Nu
0 0
( I G ) /(1 ) + + > th vic tng dn ti Y tng.
Ch .
0
Y
G
c gi l h s chi ph nh nc,
Y
c gi l h
s thu ngoi thu nhp, cn
Y
c gi l h s thu thu nhp. C th

thy cc phn tch so snh tnh trn y cho ta cc kt lun khng phi l
hon ton hin nhin.
1.5. Phn tch so snh tnh m hnh cn i lin ngnh
Cho A ma trn h s u vo A= [a
ij
]
33
trong m hnh u vo u ra
Leontief, cn gi l m hnh cn i lin ngnh, vi ba ngnh cng nghip.
tm cc mc sn xut (u ra) cn bng, trc ht chng ta tm
ma trn T= I A v xt phng trnh ma trn Tx = d, trong
x =
1
2
3
x
x
x
(
(
(
(

l vc t sn xut, v d =
1
2
3
d
d
d
(
(
(
(

l vc t nhu cu (cui cng).
Do mc cn bng ca vc t sn xut l x = T
1
d. t B = T
1
ta
c x = Bd, trong
B = [b
ij
]
33
=
11 12 13
21 22 23
31 32 33
b b b
b b b
b b b
(
(
(
(

.
Vy:
1
2
3
x
x
x
(
(
(
(

=
11 12 13
21 22 23
31 32 33
b b b
b b b
b b b
(
(
(
(

1
2
3
d
d
d
(
(
(
(

1
x =

b
11
d
1
+ b
12
d
2
+ b
13
d
3

2
x

= b
21
d
1
+ b
22
d
2
+ b
23
d
3
(3.1)
3
x = b
31
d
1
+ b
32
d
2
+ b
33
d
3
.
Do :
1
1
x
d
= b
11
,

... ,
i
j
x
d
= b
ij
, i, j = 1, 2, 3.
Chng ta s dng cc k hiu:
1
x
d
=
11
21
31
b
b
b
(
(
(
(

=
1
1
2
1
3
1
x
d
x
d
x
d
(
(
(
(
(
(

v
x
d
=
11 12 13
21 22 23
31 32 33
b b b
b b b
b b b
(
(
(
(

= B.
ngha ca ma trn B = T
1
trong vic phn tch so snh tnh: Chng
ta mun tr li cu hi, chng hn khi tng d
1
ln thm 1 n v th x
1
,

x
2
v x
3
thay i nh th no? Gi s b
11
= 2, b
12
= 1, b
31
= 0,5 th x
1

tng thm 2 n v , x
2
tng thm 1 n v cn x
3
tng thm 0,5 n v.
Ch . T (3.1) ta thy nh thc Jacoby J=
1 2 3
1 2 3
d(x , x , x )
d(d , d , d )
= B,
nn nu J 0 th cc phng trnh ca h (3.1) l c lp tuyn tnh.
2. Phn tch so snh tnh cho m hnh kinh t tng qut
2.1. H s co gin
Xt hm cu Q = f(P) vi Q l nhu cu ph thuc vo gi P. Chng ta
hy tnh h s co gin (point elasticity) ca cu c k hiu l
d
khi gi
c bin thin. Ta c:
d
=
dQ/ Q
dP/ P
=
P / Q
dP / dQ
vi dQ = QdP (theo cng thc tnh vi phn).
Mt cch tng qut, nu y = f(x) th h s co gin ca y theo x l:
yx
=
dy / y
dx / x
=
dy/ dx
y / x
= hm bin / hm trung bnh.
H s co gin c ngha nh sau: Gi s
yx
= 2 th
dy/ y
dx / x
= 2. Nu
dx/x = 1% th dy/y = 2%, tc l nu x tng thm 1% th y tng thm 2%.
Vy h s co gin
yx
biu th mc gia tng tnh theo % ca y tnh theo
mc gia tng 1% ca x.
V mt hng bin thin, xt cc trng hp sau y:
yx
= 0
dy
dx
= 0 (y c th t cc tr).
yx
> 0 x tng th y tng.
yx
< 0 x tng th y gim.
V mt bin hay ln, xt cc trng hp sau y:
yx
> 1 th y l gin.
yx
= 1 th c co gin n v (y khng gin khng co).
yx
< 1 th y l co.
V d 4. Q = f(P) = 100 2P. Vy
QP
=
d
=
P
50 P
(vi iu kin:
0 P 50).
V du, ta thy
d
< 0, nn nu P tng th Q gim.
V bin :
d
=
P
50 P
= 1 P = 50 P P = 25. Ta cng
c:
d
< 1 P < 25 v
d
> 1 P > 25. Gi s gi P tng, iu
ny s dn ti cu gim. Tuy nhin, khi P < 25 th tc gim cu xy ra
thp hn tc tng gi (gi tng 1% dn ti cu gim t hn 1%), cn
khi
P > 25 th tc gim cu xy ra cao hn tc tng gi (gi tng 1%
dn ti cu gim nhiu hn 1%).
V d 5.
a) Cho M = f(Y) vi Y l thu nhp quc dn v M l mc nhp khu.
Hy tnh h s co gin
MY
v phn tch ngha.
b) Cho C = a + bY vi C l mc tiu dng v Y l thu nhp quc dn
(iu kin: a > 0, 0 0,
n > 0). Hy tnh h s co gin
QP
v phn tch ngha.
Xt b) chng hn. Gi s b = 0,5 th hm tiu dng bin C = MC = 0,5
(c ngha l: nu Y tng thm 1 n v (y =1) th C tng thm 0,5 n v
(C = 0,5). Ngoi ra:
CY
=
Y / C
Y / C
=
Y / Y
C / C
=
Y / ) bY a (
b
+
=
bY a
bY
+
> 0.
Gi s thm rng a = 1, Y = 10 th ta c
CY
= 5/6 < 1. Tm li khi
thu nhp quc dn Y tng th mc tiu dng C tng. Tuy nhin vi cc
tham s a = 1, b = 0,5 (c iu tit theo cc chnh sch thch hp) th C

tng chm hn Y. Mt cch tng qut c th chng minh c
CY
< 1
nu iu kin: a > 0, 0 < b < 1 c duy tr.
Minh ho hnh hc ca h s co gin

Trn hnh III.4, ta thy hm trung bnh y/x = tg
a
cn hm bin
dy/dx = tg
m
.
Do
yx
= Hm bin / Hm trung bnh =
dy/ dx
y / x
=
m
a
tg
tg
. Cc ch
m v a dng k hiu hm bin (marginal function) v hm trung bnh
(average function).
Trn hnh III.4,
a
tg >
m
tg nn OA dc hn tip tuyn ti A. Vy
yx
< 1.
2.2. Mt s v d v tm vi phn ton phn v o hm hm n
V d 6. Xt hm tit kim S ph thuc vo thu nhp quc dn Y v
li xut i:
S = S(Y, i)
dS =
Y i
S dY S di +
x
y
y
A

A
O
a

m

x
A
Hnh III.4
y = f(x)
dS = dY
Y
S
+ di
i
S
l vi phn ton phn cp ca S.

T cng thc trn c th tnh c cc h s co gin ring:
SY
=
Y / S
S
Y
=
S/ Y
S/ Y

v
Si
=
i / S
S
i
=
S/ i
S/ y

Mt cch tng qut, xt hm n bin, chng hn hm tha dng U:
U = U( x
1
, x
2
, ...., x
n
)
i
U,x
=
i
i
x / U
x / U
i = 1, 2, ..., n.
V d 7. Mt s ng dng ca o hm hm hp.
a) Xt hm tha dng U = U(C, S) ph thuc vo lng c ph C v
lng ng S.
Gi s rng S = g(C). Lc
C
U =
U
C
+ ) C ( g
S
U

.
b) Xt hm sn xut Q = f(K, L, t) vi Q l mc sn xut u ra, K l
vn (capital), L l lng lao ng (labor), t l thi gian. Coi K = K(t) v
L = L(t) th c:

dQ Q dK Q dL Q
dt K dt L dt t

= + +

.
Vit cch khc ta c:

t
Q
) t ( L Q ) t ( K Q
dt
dQ
L K
+ + = .
Trong cng thc trn, cn phn bit c o hm ton phn dQ/dt
vi o hm ring Q/t.
V d 8. Thng thng hm sn xut c cho di dng tng Q =
f(K, L), y mc sn xut u ra Q ph thuc vo mc vn K v lng
lao ng L.
i khi hm sn xut c cho di dng n:

F(Q, K, L) = 0, (3.2)
vi Q c coi l hm n ca K, L. Xt cc o hm ring ca Q theo K
v theo L:
Q
K
= MPP
K
l hm sn xut bin theo vn (marginal physical
product of capital).
Q
L
= MPP
L
l hm sn xut bin theo lao ng (marginal physical
product of labor).
Ly vi phn ton phn biu thc (3.2) ta c: F
Q
dQ + F
K
dK + F
L
dL = 0.
Xt mt mc sn xut Q c nh no : Q = const dQ = 0. Vy F
K
dK
+ F
L
dL = 0
K
L
F
F
dL
dK
= .
dK/dL c gi l t l thay th k thut bin, cho bit: nu mun duy
tr mc sn xut Q nh hin ti nhng L hay K thay i, th cn gi t l
thay th gia K v L theo t s F
L
/F
K
, L tng th K gim, L gim th K tng.

Trn hnh III.5, ta thy ng vi mi mc Q c nh c mt ng
ng mc, m tt c cc t hp (L, K) trn u cho cng mt mc Q.
K = K(L)
L
Q = Q
0
(dQ = 0)
K
O
Hnh III.5
dc ca tip tuyn ti mt im bt k trn ng ng mc c
tnh theo cng thc:
L
K
F dK
dL F
= .
Kt lun: Nu gi c
K
L
F
F
dL
dK
L
K
=
th Q lun c duy tr
mc Q = Q
0
. Chng hn, nu cho
L
K
F
F
= 4 th t l thay th cn thc hin
l 4 n v lao ng bng1 n v vn gi nguyn mc sn xut u ra.
V d 9. Xt hm sn xut dng Cobb Douglas: Q = K
0,8
L
0,2
hay
F = Q K
0,8
L
0,2
= 0. Lc t l thay th k thut gia K v L c tnh
theo cng thc:
0,8 0,8
L
0,2 0,2
K
F dK 0, 2K L K
dL F 4L 0, 8K L
= = = .
Xt ng ng mc Q = Q
0
= 162. Ti L = 32, K = 243 ta c:
dK 243
dL 4 32
=
= 1,898438.
Vy t l thay th k thut gia K v L l 1,898438 cho bit: nu
gim 1 n v L th cn tng 1,898438 n v K, nu tng 1 n v L th
cn gim 1,898438 n v K. Lc Q s c duy tr mc Q
0
= 162.
2.3. M hnh th trng tng qut
Xt m hnh th trng tng qut, trong cu Q
d
ph thuc vo gi
c P v thu nhp quc dn Y
0
(bin ngoi sinh), cung Q
s
ch ph thuc
vo P, cc mi ph thuc ny c coi l c dng tng qut (tuyn tnh
hay phi tuyn):
Q
d
= Q
s

Q
d
= D(P, Y
0
) (vi iu kin:
D
0
P
<
, 0
Y
D
0
>
)
Q
s
= S(P) (vi iu kin: 0
dP
dS
> ).

Th cc phng trnh th hai v th ba vo phng trnh cn bng, ta c:
F(P, Y
0
) = D(P, Y
0
) S(P) = 0.
Gi s trng thi cn bng c biu din bi t hp ca mc gi cn
bng v mc cung cu cn bng ( P , Q). Ta thy P l hm ca Y
0
nn c
th vit P =P (Y
0
). Lp lun tng t Q = Q(Y
0
). phn tch so snh
tnh cn nh gi c du ca
0
dP
dY
cng nh du ca
0
dQ
dY
.
Phng php 1. S dng o hm hm n hay vi phn ton phn.
T F( P , Y
0
) = D( P , Y
0
) S( P ) = 0 ly o hm theo Y
0
, ta c:
0 0 0 0
F D dP D dS dP
Y P dY Y dP dY

= +

= 0.
Vy:
0
0
D/ Y dP
dY D/ P dS/ dP

=

> 0 (do t s c du dng cn mu
s c du m).
Ta cng c:
0 0
dQ dS dP
dY dP dY
= > 0.
Phng php 2. S dng nh l hm n.
Trc ht, chng ta nghin cu nh l hm n. Xt hm n:
F(y, x
1
, x
2
, ...,x
n
) = 0, (3.3)
trong y c quan h ph thuc hm i vi x
1
, x
2
, ..., x
n
, tc l c
th coi y = f(x
1
, x
2
, ...,x
n
). Ly vi phn (3.3) ta c:
dF =
1 n
y x 1 x n
F dy F dx ... F dx 0 + + + = . (3.4)
Tnh
1
y
x
khi x
2
, ..., x
n
khng i. Lc ny
2 3 n
dx dx ... dx 0 = = = = .
Vy t (3.4) suy ra:
1
y x 1
F dy F dx 0 + =
y
1
y
1 x
1 1
F
F
F
F
x
y
dx
dy
=
= .
Tnh
1
2
x
x
:
2
1
x
1 2
2 x 1
F
x F
x F F
= =
.
Tng t c th chng minh c:
i
x
i
i i y y
F
F dy y
dx x F F
= = =

v
j
x
j
i
j xi i
F'
F
x
x F' F
= =
, i, j = 1, 2, ..., n, i j.
V d 10. p dng cho hm sn xut Q = f(K, L) cho di dng n
F(Q, K, L) = Q f(K, L) = 0. T cc cng thc trn, ta c:
MPP
K
=
K
Q
F Q
K F
, MPP
L
=
L
Q
F Q
L F
,
L
K
F dK
dL F
= .
V d 11. p dng cc phn tch trn cho m hnh th trng tng
qut ta c:
= =
0 0
Y Y
0 P P P
F D
dP
dY F D S
hay
0
0
D/ Y dP
dY D/ P dS/ dP

=

> 0, do
0 0
dQ dS dP
dY dP dY
= > 0.
nh gi ng thi
0
dP
dY
v
0
dQ
dY
c th xt nh l hm n tng
qut sau y:
nh l hm n. Xt h phng trnh
F
1
( y
1
, y
2
, ...,y
n
, x
1
, x
2
, ..., x
m
) = 0
F
2
( y
1
, y
2
, ...,y
n
, x
1
, x
2
, ..., x
m
) = 0
... (3.5)
F
n
( y
1
, y
2
, ...,y
n
, x
1
, x
2
, ..., x
m)
= 0.

Vi cc gi thit:
a) F
1
, F
2
, ..., F
n
c cc o hm ring lin tc i vi tt c cc bin
y
j
, x
i
(j = 1, 2, ..., n, i = 1, 2, ..., n).
b) C im M
0
= (y
10
, y
20
, ..., y
n0
, x
10
, x
20
, ..., x
m0
) tho mn (3.5).
c) nh thc Jacoby
1 2 n
1 2 n
(F , F ,..., F )
J
(y , y ,..., y )
=
1 1 1
1 2 n
n n n
1 2 n
F F F
...
y y y
... ... ... ...
... ... ... ...
F F F
...
y y y

0 ti M
0
.
Lc c cc kt lun:
a) Tn ti mt ln cn N ca im (x
10
, x
20
, ..., x
m0
) R
m
, m trong
ln cn cc bin y
1
, y
2
, ..., y
n
l cc hm n ca (x
1
, x
2
, ..., x
m
).
b) Cc hm y
j
= f
j
(x
1
, x
2
, ..., x
m
), tho mn: y
j0
= f
j0
(x
10
, x
20
, ..., x
m0
),
j = 1, 2, ..., n.
c) Cc hm cng tha mn (3.5) mt cch ng nht thc cho mi
im (x
1
, x
2
, ..., x
m
) trong ln cn N.
Chng minh. nh l trn y c chng minh cht ch trong
mn hc Ton gii tch hoc Gii tch hm. Bn c quan tm c th tm
hiu thm.
V d 12. Xt hm n cho bi :
1
4 9
2 2
= +
y x
F(y, x) = 1
4
y
9
x
2 2
+ = 0.
Xt cc gi thit ca nh l hm n:
a)
x y
F , F tn ti v lin tc.
b) Xt im M
0
= (y
0
, x
0
) =
2 5
, 2
3
| |
|
|
\
tho mn 1
4 9
2 2
= +
y x
.
c)
y
J 0
2
= ti (y
0
, x
0
).
Kt lun: Tn ti hm n y = f(x) =
9
1 2
2
x
trong ln cn N no
ca im x
0
= 2 tho mn y
0
= f(x
0
) v
x
y
F dy 2x / 9 4 x
dx F y / 2 9 y
= = = .
Ngoi ra, ti y
0
=
3
5 2
, x
0
= 2 ta c
0
4 2 4
y (x )
9 2 5 / 3 3 5
= =
T tm c phng trnh tip tuyn ti (x
0
, y
0
) l
2 5 4
y (x 2)
3 3 5
= .
Vn tm cc o hm ring y
j
/ x
i

T (3.5) ta c dF
j
= 0, j = 1, 2, ..., n,
n
n
j
1
1
j
dy
y
F
... dy
y
F
+ +
+
j j j
1 2 m
1 2 m
F F F
dx dx ... dx
x x x

+ + +

,
j = 1, 2, ..., n.

n
n
j
1
1
j
dy
y
F
... dy
y
F
+ +
=
j j j
1 2 m
1 2 m
F F F
dx dx ... dx
x x x

,
j = 1, 2, ..., n.
Cn tm
j
i
y
x
i = 1, 2, ..., m, j = 1, 2, ..., n.
Cho dx
2
= dx
3
= ... = dx
m
= 0. Ta c h:

1 1 1 1
1 2 n
1 1 2 1 n 1 1
y y y F F F F
...
y x y x y x x

+ + + =

...
n n n n
1 2 n
1 1 2 1 n 1 1
y y y F F F F
...
y x y x y x x

+ + + =

1 1 1
1
1 2 n 1
n n n
n
1
n 2 n
y F F F
y y y x
... ... ... ... ...
y
F F F
x
y y y
( (
(
(

(
(
(
(
(
(

(
(
(
(

=
1
1
n
1
F
x
...
F
x
(
(
(
(
(
(
1
1
n
1
y
x
...
y
x
(
(
(
(
(
(

= J
1
1
1
n
1
F
x
...
F
x
(
(
(
(
(

.
p dng cng thc Cramer, ta c:
(1)
j
j
1
J
y
,
x J
j = 1, 2, ..., n. Trong

(1)
j
J l nh thc thu c t nh thc Jbng cch thay ct j bi
ct o hm ring ca F
1
, F
2
, ..., F
n
theo x
1
.
Tng t ta c:
(i)
j
j
i
J
y
, j 1, 2,..., n, i 1, 2,..., m.
x J
= = =

V d 13. Quay li m hnh th trng tng qut:
1
0 0
2
0
F (P, Q, Y ) D(P, Y ) Q 0
F (P, Q, Y ) S(P) Q 0.
= =
= =
(3.6)
Ta coi: y
1
= P, y
2
= Q, x
1
= Y
0
v i tnh cc o hm n. Trc ht
cn kim tra cc gi thit ca nh l hm n:
a) Cc o hm ring
1 1 1 2 2 2
0 0
F F F F F F
, , , , ,
P Q Y P Q Y

c coi l tn
ti v lin tc ti
( ) 0
P, Q, Y .
b) im
( ) 0
P, Q, Y tha mn (3.6).
c)
1 2
D
1
(F , F ) dS D P
J 0
dS (P, Q) dP P
1
dP

= = = >

.
Kt lun: Ti ln cn no ca
( ) 0
P, Q, Y tn ti cc hm
0 0
P P(Y ), Q Q(Y ) = = v cc hm ny tha mn (3.6) mt cch ng
nht thc.
Ta c h:
D
1
P
dS
1
dP
(
(
(
0
0
dP
dY
dQ
dY
(
(
(
(
(

=
0
D
Y
0
(
(
(

.
Chng ta s tnh c ng thi:
0
0
0
D
1
Y
D
0 1 Y dP
0
dS D D dY
1
dP P P
dS
1
dP

= = >

,
0
0
0
D D
P Y
dS D
dS
0
dP Y dQ
dP
0
dS D D dY
1
dD P P
dS
1
dP

= = >

.

V d 14. Hy phn tch so snh tnh m hnh sau y:
Q
d
= D(P, Y
0
) (vi iu kin: D
P
< 0, D
Y0
> 0)
Q
s
= S(P, T
0
) (vi iu kin: S
P
> 0, S
T0
< 0).
Gi (P, Q) l trng thi cn bng ca m hnh trn. Vi mt s gi
thit nht nh (bn c t tm hiu), ta c cc hm n:
0 0
0 0
P P(Y , T )
Q Q(Y , T ).
=
=

C th tnh c cc o hm ring ca cc hm trn tin hnh
phn tch so snh tnh (bn c t lm).
V d 15. Xt m hnh thu nhp quc dn:
0 0
Y C I G 0
C (Y T) = 0
T Y 0.
=

C th p dng nh l hm n thc hin phn tch so snh tnh.
Bn c quan tm c th t tm hiu.
2.4. M hnh thu nhp quc dn tng qut
Chng ta nghin cu m hnh thu nhp quc dn bao gm c th
trng hng ha v th trng tin t vi cc mi quan h sau y:
a) Th trng hng ha
Mc u t I = I(i) (Mc tin u t ph thuc vo li sut ngn
hng: I < 0).
Phng trnh tit kim S = S(Y, i) (S
i
> 0, 0 < S
Y
< 1, S
Y
c gi
l khuynh hng tit kim bin).
Phng trnh nhp khu: M = M(Y) (vi 0 < M < 1).
Mc xut khu: X = X
0
l bin ngoi sinh do nh nc quyt nh.
b) Th trng tin t
Lng cu v tin M
d
= M
d
(Y, i) = L(Y, i), trong L l hm thanh
khon vi cc iu kin L
Y
> 0 (lng tin lun chuyn bin), L
i
< 0
(lng tin tch tr bin).
Lng cung tin M
s
= M
s0
l bin ngoi sinh do nh nc quyt nh.
Vi cc mi quan h trn, m hnh thu nhp quc dn c th c
pht biu di dng h phng trnh nh sau:
I = I(i) (vi I < 0)
S = S(Y, i) (vi S
i
> 0, 0 < S
Y
< 1 )
M = M(Y) (vi 0 < M
Y
< 1)
X = X
0

M
d
= L(Y, i) (vi L
Y
> 0, L
i
< 0)
M
s
= M
s0
.
Ch . I, S, M
S
, X, Y l khi nim dng (flow concept) c tnh
theo tng chu k thi gian. Cn M
d
, M
S
l khi nim tch tr (stock
concept) c tnh ti tng thi im. Tt c cc hm ny u c gi
s l c o hm lin tc.
Xt cc iu kin cn bng v th trng hng ha v th trng tin t:
I + X
0
= S + M
M
d
= M
s0
,
hay
I(i) + X
0
= S(Y, i) + M(Y)
L(y, i) = M
s0
.
Cc iu kin trn c vit v dng sau:
F
1
(Y, i, X
0
, M
s0
) = I(i) +X
0
S(Y, i) M(Y) = 0
F
2
(Y, i, X
0
, M
s0
) = L(Y,i) M
s0
= 0.

Chng ta gi s cc hm F
1
v F
2

u c cc o hm ring lin tc,
cng nh gi s rng tn ti im M
0
( Y, i , X
0
, M
s0
) tha mn cc
phng trnh cn bng trn. Cn tm cc hm n
0 so
Y(X , M ) v
0 s0
i(X , M ) ti ln cn ca im (X
0
,

M
s0
) v cc o hm ring ca cc
hm ny theo X
0
v M
s0
.
Trc ht chng ta kim tra gi thit cn li trong nh l hm n (hai
gi thit khc c coi l c tha mn):
S S
M' I '
Y i
J
L L
Y i

=

0.
Tht vy:
J =
Y i
Y i
S M' I ' S
L L

=
i Y Y i
L (S M) L (I S ) 0 + >
(do I < 0, 0 < M <1, S
Y
> 0, S
i
> 0, L
Y
> 0, L
i
< 0).
Do , c th kt lun rng trong ln cn ca (X
0
, M
s0
) tn ti cc t
hp ( Y, i ) sao cho:
0 s0
Y Y(X , M ) = v
0 so
i i (X , M ) = l cc hm n
tha mn cc phng trnh cn bng mt cch ng nht thc.
Ta c h:
Y i
Y i
S M' I ' S
L L
(
(

0
0
dY
dX
di
dX
(
(
(
(
(

=
1
0
2
0
F
X 1
0
F
X
(
(
(
(
=
(
(

(
(

.
Vy
(1)
1
i
0
J
L Y
X J J
= =
> 0. Do nu X
0
tng th Y tng.
Tng t, cng c th tnh c:
(1)
2
Y
0
J
L i
0
X J J
= = >
,
(2)
1
i
s0
J
I ' S Y
0
M J J
+
= = >
,
(2)
2
Y
s0
J
S M i
0
M J J

= = <
.
Nh vy, nu X
0
tng th Y cng nh i

u tng. Cn nu M
s0
tng
th Y tng cn i

s gim.
Ngoi ra, nu xt
0 s0
M M(Y) M(Y(X , M )) = = th c
0 0
M Y
M
X X

=

> 0. iu ny chng t nu X
0
tng, tc l mc xut
khu tng, th Y tng v do M tng, tc l mc nhp khu cn bng
cng phi tng. Tng t, cng c th tm c du ca cc o hm
ring ca M, I , S v Ltheo X
0
v M
s0
v phn tch ngha ca chng.
2.5. Mt s im hn ch ca phn tch so snh tnh
Phn tch so snh tnh l mt lnh vc nghin cu quan trng trong phn
tch kinh t. N cho bit bin ng ph v trng thi cn bng hin ti ca
mt tham s hay ca mt bin ngoi sinh s nh hng nh th no n
trng thi cn bng. Tuy nhin, phn tch so snh tnh c mt s im hn
ch nh sau:
Phn tch so snh tnh khng ch ra c qu trnh hiu chnh i t
trng thi cn bng c v trng thi cn bng mi.
Phn tch so snh tnh cng khng xt n yu t thi gian trong
qu trnh i t trng thi cn bng c ti trng thi cn bng mi.
Vi nhng s bt n trong m hnh kinh t cha chc trng thi cn
bng mi (theo tnh ton phn tch) t c trong thc t.
khc phc nhng im hn ch trn, chng ta cn nghin cu mt
lnh vc khc trong phn tch kinh t. l phn tch cn bng ng
trong lnh vc kinh t ng (economic dynamics).

Bi tp Chng III
Bi 1. Xt hm tng chi ph C ph thuc vo mc sn xut u ra Q nh sau:
C = Q
3
5Q
2
+ 14Q + 75 ( y 75 l chi ph c nh).
a) Vit biu thc ca hm chi ph bin thin VC.
b) Tm o hm ca hm VC v cho bit ngha ca n.
Bi 2. Cho bit hm chi ph trung bnh AC = Q
2
4Q + 214. Hy tm
hm chi ph bin MC v cho bit hm chi ph bin l thch hp i vi
phn tch ngn hn hay di hn.
Bi 3. Cho bit hm doanh thu trung bnh AR = 60 3Q.
a) V ng doanh thu trung bnh AR, sau v ng doanh thu
bin MR theo phng php bit (da vo hnh III.2).
b) T biu thc ca hm doanh thu trung bnh hy xc nh cc hm
tng doanh thu v hm doanh thu bin. Hy kim nghim rng hm
doanh thu bin tm c thng qua phng php th trong cu a) v
thng qua phng php gii tch trong cu b) l trng nhau.
c) Hy so snh cc ng doanh thu trung bnh v doanh thu bin v so
snh dc ca chng ti mi mc sn phm u ra Q.
Bi 4. Xt hm tiu dng C = a + bY vi a > 0 v 0 < b < 1.
a) Hy vit biu thc ca hm tiu dng bin v hm tiu dng trung bnh.
b) Tm h s co gin im
CY
ca thu nhp Y theo mc tiu dng C.
Hy a ra nhn xt v du v ln ca
CY
.
Bi 5. Xt hm cu c biu thc Q = k/P
n
vi k v n l cc hng s dng.
a) Hy cho bit h s co gin ca cu Q theo gi c P c ph thuc
vo gi c hay khng?
b) V th ca ng cu khi n = 1 v cho bit cng thc tm h s
co gin im ca cu trong trng hp ny.
Bi 6. Gi s hm cung ca mt loi hng ha c dng sau:
Q = a + bP
2
+ R
1/2
(a < 0, b > 0),
trong R l lng ma (mc cung hng ph thuc vo thi tit). Hy
tm cc h s co gin im
QP
v
QR
v phn tch ngha ca cc biu
thc thu c.
Bi 7. Xt m hnh thu nhp quc dn (vi Y, C, I
0
, G
0
v T theo th t
l thu nhp quc dn, tiu dng quc dn, tng u t quc gia, tng chi
ph cho b my hnh chnh nh nc v tng thu thu quc gia):
0 0
Y C I G 0
C (Y T) = 0
T Y 0.
=

a) Hy phn tch ngha ca cc tham s , , v .
b) p dng nh l hm n thc hin phn tch so snh tnh m
hnh trn.
Bi 8. Xt iu kin cn bng trong m hnh thu nhp quc dn:
S(Y) + T(Y) = I(Y) + G
0
(S, T, I > 0; S + T > I),
trong S, Y, T, I v G ln lt l mc tit kim quc dn, thu nhp
quc dn, tng thu thu quc gia, tng u t quc gia v tng chi ph
cho b my hnh chnh nh nc. Gi s cc o hm ca cc hm S, T,
I u lin tc.
a) Hy phn tch ngha ca cc o hm S, T v I.
b) Hy kim nghim cc gi thit ca nh l hm n.
c) Tm
0
dY/ dG v cho bit ngha kinh t ca n.
Bi 9. Xt m hnh cn bng th trng vi mt mt hng sau y:
Q
d
= D(P, t
0
) ( D/ P < 0,
0
D/ t > 0),
Q
s
= Q
s0
,

trong t
0
l s thch ca ngi tiu dng, cn cc o hm ring ca D
theo P v theo t
0
u lin tc.
a) Hy cho bit nh l hm n c th p dng c hay khng?
b) T cho bit v khuynh hng bin ng ca mc cn bng
cung cu ph thuc vo s thch ca ngi tiu dng.
Bi 10. Xt m hnh thu nhp quc dn sau y:
Y C(Y) I(i) G
0
= 0 (0 < C < 1, I < 0),
kY + L(i) M
s0
= 0 (k l hng s dng; L < 0),
trong Y, C, I, i, L, G
0
v M
s0
ln lt l thu nhp quc dn, tiu dng
quc dn, tng u t quc gia, li sut ngn hng, hm thanh khon, tng
chi ph cho b my hnh chnh nh nc v mc cung tin t. Cc bin Y,
I l cc bin ni sinh, cn cc bin G
0
v M
s0
l cc bin ngoi sinh.
a) Hy cho bit cc phng trnh trn c m t cc iu kin cn
bng hay khng?
b) Cho bit lng cu tin t trong m hnh trn c tnh theo cng
thc no?
c) Hy thc hin phn tch so snh tnh khi lng cung tin t M
s0

(chnh sch tin t) v tng chi ph cho b my hnh chnh nh nc G
0

(chnh sch cng kh) thay i.
Chng IV
MT S M HNH TI U TRONG KINH T
1. Phn tch cn bng thng qua m hnh ti u khng rng buc
1.1. M hnh ti u mt bin khng rng buc
nh ngha 1. Xt hm s mt bin y = f(x) vi x D R
1
. D c
gi l min xc nh ca hm s.
im x D c gi l im cc i a phng ca hm s, nu
x D N
( x ) (trong N
( x ) l mt ln cn no ca x ) th lun
c f( x ) f(x).
im x D c gi l im cc i ton cc ca hm s, nu
x D th lun c f( x ) f(x).
Tng t, c th nh ngha khi nim cc tiu a phng v cc tiu
ton cc. Cc im cc tiu hay cc i c gi chung l im cc tr.
V d 1. Xt hm s y= f(x) vi min xc nh [a, b] R
1
c th
cho trn hnh IV.1. Hm s c mt s im cc i v cc tiu a
phng, trong s x
0
l im cc i ton cc duy nht, cn x
1
l im
cc tiu ton cc duy nht.

O x
y
a
y = f(x)
b
Hnh IV.1
x
0 x
1

iu kin cc tr khng c rng buc ca hm mt bin
Xt hm mt bin y = f(x) xc nh trong min D R
1
. Gi s ti x
0
,
tn ti f(x
0
). Lc ta c khai trin Taylor n vi phn cp mt:
f(x) = f(x
0
) + f(x
0
)(x x
0
) + o(x x
0
)
f(x) = f(x
0
) + dy + o(x x
0
).
Trong cng thc trn, k hiu o() ch lng v cng b bc cao
hn . Do , nu x
0
l im cc tr th ta phi c f(x
0
) = 0. Tht vy,
gi s x
0
l im cc tiu v f(x
0
) 0, chng hn f(x
0
) > 0. Lc , tn
ti cc im x thuc vo ln cn N
(x
0
) tha mn iu kin x < x
0
, sao
cho f(x
0
)(x x
0
) + o(x x
0
) < 0, do f(x) < f(x
0
), mu thun vi gi
thit x
0
l im cc tiu.
Nu ti x
0
, tn ti f(x
0
) th ta c khai trin Taylor n vi phn cp hai:
f(x) = f(x
0
) + f(x
0
)(x x
0
) +
2
1
f(x
0
)(x x
0
)
2
+ o(x x
0
2
)
f(x) = f(x
0
) + dy +
2
1
d
2
y + o(x x
0
2
).
Vy iu kin c cc tr ti x
0
l:
dy = 0 f(x
0
) = 0
d
2
y < 0 th x
o
l cc i f(x
0
) < 0 th x
o
l cc i
d
2
y > 0 th x
o
l cc tiu f(x
0
) > 0 th x
o
l cc tiu.
Ch . Khi f(x
0
) = 0 th ta khng a ra c kt lun v vic x
0
c
phi l im cc tr hay khng. Mun c c kt lun, cn phi kho st
du ca o hm cp cao hn ti x
0
.
V d 2. iu kin t li nhun ti a.
Xt cc hm doanh thu v chi ph R = R(Q), C = C(Q) ph thuc vo
Q l mc sn xut u ra. Cc hm doanh thu v chi ph tnh theo n v
tin t (chng hn USD), cn Q tnh theo n v sn phm (chng hn,
bng tn). Lc , hm li nhun c dng:
R C R(Q) C(Q) = = .
iu kin cn c li nhun cc i l:
(Q) 0 R (Q) C (Q) = = .
iu kin :
(Q) 0 R (Q) C (Q) = =
) Q ( C ) Q ( R 0 < <
Xt cc hm:
R(Q) = 1200Q 2Q
2

C(Q) = Q
3
61,25Q
2
+ 1528,5Q + 2000
(Q)

= Q
3
+ 59,25Q
2
328,5Q 2000.
Ta c (Q) = 3Q
2
+ 118,5Q 328,5 = 0 ti Q
1
= 3 v Q
3
= 36,5. Cc
im ny tha mn iu kin cn R(Q) = C(Q) hay cc hm doanh thu
bin MR = R v MC = C c gi tr bng nhau.
(Q) = 6Q + 118,5 c du dng ti Q
1
= 3 v c du m ti
Q
3
= 36,5.

R C
Q
2
MR
O
M
=RC
Q
R
O
C(Q)
R(Q)
Q
4 Q
3
Q
2
Q
1
Q
1
Q
R
Q
3
N
MC
MR
MC
L
K
Q
5
Hnh IV.2

Trn hnh IV.2, im Q
3
chnh l im lm hm li nhun t cc
i. Vy mc sn xut ti u l Q
3
= 36,5 tn cho li nhun cc i l
16318,44 USD.
V d 3. Xt hm doanh thu trung bnh (average revenue) AR= f(Q) =
R
Q

Vy R = Qf(Q), do hm doanh thu bin l:
) Q ( f Q ) Q ( f MR R + = = .
Trong v d 3 ca Chng III, th ca hm doanh thu bin MR
hay R l ng thng. Trong cc trng hp tng qut, c th xy ra l
MR c th lm ln hoc lm xung nh minh ha trn hnh IV.3.

Ta c: ) Q ( f Q ) Q ( f 2 MR
dQ
d
R + = = .
Xt trng hp 0 ) Q ( f < , tc l khi Q tng th doanh thu trung bnh
gim trong iu kin cnh tranh khng hon ho.
Tuy nhin, s hng th hai Qf(Q) c th c du ty (dng, m
hay bng 0) ty theo ng AR = f(Q) l lm ln hay lm xung. Do
R c th c du trng vi du ca f(Q).
Chng hn, qua kho st thng k chng ta c mi quan h sau y:
AR = f(Q) = 8000 23Q + 1,1Q
2
0,018Q
3
.
Vy R = Qf(Q) = 8000Q 23Q
2
+ 1,1Q
3
0,018Q
4

R = MR = 8000 46Q + 3,3Q
2
0,072Q
3

R = 46 + 6,6Q 0,216Q
2
.
R 0 >
R 0 <
Hnh IV.3
iu kin
1
2
Q 10, 76
R 0
Q 19, 79.
=
=

=

Xt ( )
1 2
Q Q , Q . Lc ny R(Q) > 0, nn MR cng nh AR tng
khi Q chy t Q
1
n Q
2
. Tuy nhin, trong v d ny, vic doanh thu bin
hay doanh thu trung bnh tng khng dn ti vic doanh thu t cc i.
Tht vy, R(Q) < 0 ch xy ra khi Q ( )
1 2
Q , Q (bn c quan tm c
th tnh c mc sn xut Q lm cc i hm doanh thu cho v d ny).
1.2. Hm tng trng v tc tng trng ca bin kinh t
Khi nim hm tng trng v tc tng trng l cc khi nim
quan trng trong phn tch kinh t. Sau y chng ta s tip cn cc khi
nim ny thng qua mt s v d n gin.
V d 4. Hm tng trng vn u t.
Xt hm tng trng thng p dng trong vic tnh li sut ngn hng
cho cc khon u t (ph thuc vo tham s m):
mt
m
m
r
1 A ) t ( V ) t ( V |
\
|
+ = =
Trong , A l lng tin u t ban u hay vn ban u, r l li
sut / nm (tnh theo %), t l thi gian u t nhn gi tr nguyn dng,
m l s t nhin: m = 1 tng ng vi vic tnh li n, m > 1 tng ng
vi vic tnh li kp.
O
Q

Q
2
Q
1
R

Hnh IV.4

Ta c m = 1 khi tnh li n (mt nm tnh li mt ln). Cho
r = 2%, lng vn u t ban u A = 1000 USD, t = 1 th V
1
(1) =
1000(1+2%)
1
= 1020 USD. Tc l, sau mt nm cng c vn ln li ta c
1020 USD. Vi t = 2, ta c V
1
(2) = 1000(1,02)
2
= 1040,4 USD. Vi t = 3
ta c V
1
(3) = 1061,2 USD.
Ta c m = 2 khi tnh li kp, mt nm tnh li 2 ln: V
2
(t) = A(1+ r/2)
2t
.
Cho A = 1000 USD, r = 2% th c V
2
(1) = 1000(1,01)
2
= 1020,1 USD,
V
2
(2) = 1000(1,01)
4
= 1040,6 USD, V
2
(3) = 1000(1,01)
6
= 1061,5 USD.
Tnh li kp lin tc l trng hp gii hn khi s ln tnh li trong
nm l rt nhiu ln (ta coi m ).
Ta c ( )
mt
m
m m
lim V (t) lim A 1 r / m

= + = Ae
rt
= V(t). Do :
t = 1 V(1) = Ae
r
= 1000e
0,02
= 1020,2 USD,
t = 2 V(2) = Ae
2r
= 1000e
0,04
= 1040,8 USD,
t = 3 V(3) = Ae
3r
= 1000e
0,06
= 1061,8 USD.
C th nhn xt rng trong v d trn vic tnh li n, li kp ri rc
hay li kp lin tc khng nh hng ti kt qu ca hm tng trng
(vn u t).
Nh vy, chng ta xt hai dng hm tng trng vn u t:
a)
mt
m
r
1 A ) t ( V |
\
|
+ = khi li gp hnh thnh ri rc (ph thuc vo
m = 1, 2, 3, ...),
b) V = Ae
rt
khi li gp hnh thnh lin tc (m =),
vi t l thi gian u t, A vn gc v r l li sut / mt nm.
R rng rng vic hm tng trng tng nhanh hay chm ph thuc vo r.
Sau y chng ta s bit r chnh l tc tng trng ca hm tng trng.
nh ngha 2. Hm tng trng l mt hm s ng bin ph thuc vo
thi gian t, thng thng c k hiu bi V = V(t). Xt hm tng trng
ph thuc vo t mt cch lin tc. Lc , nu tn ti r
v
= V/V = (lnV) th
r
v
c gi l tc tng trng (hay h s tng trng) ca V.
Quay li v d 4 trn y, vi hm tng trng V = Ae
rt
ta c:
r
v
= r
Ae
) Ae (
V
V
rt
rt
=
.
Vy li sut / nm r chnh l tc tng trng.
V d 5. Thu nhp quc dn c tc tng trng 8% v dn s c
tc tng trng 2%. Hy xc nh thu nhp bnh qun theo u ngi
tng bao nhiu % mt nm?
t thu nhp bnh qun u ngi l P
c
, thu nhp quc dn l Y v
dn s l N. Tt c cc bin ny u ph thuc vo t. R rng P
c
= Y/N.
Do lnP
c
= lnY lnN
c
(ln P ) (ln Y) (ln N) =
c
c
P Y N
8% 2% 6%
P Y N

= = = . Vy thu nhp bnh qun theo u
ngi tng 6% mt nm.
V d 6. Cho tc tng trng ca vn l r = 2% / nm. Hy xc
nh sau bao nhiu nm th t vn u t ban u 1000 USD s c
1500USD. Theo nh ngha r = V/V = 2%. Gii phng trnh vi phn
ny ta c:
rt 0,02t
V Ae 1000e = = (vi V(0) = 1000). Tm t t 1000e
0,02t
=
1500 th c t = (ln1,5)/0,02 = 20,27326 nm (khong 20 nm 3 thng).
nh ngha 3. Hm gim trng l hm nghch bin ph thuc vo
thi gian t.
Hm khu hao trong kinh t cng c th coi l hm gim trng, hay
hm tng trng vi tc tng trng m.
V d 7. Cho A
1
= 1000 USD l gi mt my tnh khi mi mua vi t
l khu hao r = 10% / nm. Hy tnh gi tr ca my tnh sau t nm s
dng. Ta c xt hm V
1
(t) = 1000(1 10%)
t

0,1 t
1000e

. Do sau
khong 30 nm, gi tr ca my tnh sau khi tnh khu hao s cn li
khong 50 USD. Nh vy, hm khu hao V
1
(t) chnh l hm gim trng
vi tc tng trng m xp x 10%/ nm.

V d 8. Xt hm tng trng
t t ln 2
V(t) A 2 Ae = = trong mt
cng vic kinh doanh no (chng hn, kinh doanh bt ng sn). Gi

s r = 5% l li sut ngn hng. Hi khi no th nn dng cng vic kinh
doanh trn?
Cch 1: Xt iu kin r
v
=
t 2
2 ln
> r
c
= 0,05 t < (ln2/0,1)
2
= 48,0453
nm. Vy sau khong 48 nm nn dng cng vic kinh doanh trn v nn
u t vo ngn hng vi li sut 5% mt nm.
Cch 2: Dng phng php quy i v gi tr gc cn c vo li sut
ngn hng.
Quy i V(t) v gi tr tng ng ti thi im hin ti theo cng thc:

0,05t t ln 2 0,05t 0,05t t ln 2
h
V (t) V(t)e Ae e Ae
+
= = = .
Cn tm t V
h
(t) t gi tr cc i.
Tnh
h
V (t) = A
0,05t t ln 2
ln 2
e 0, 05
2 t
+
| |

|
\
. iu kin cn V
h
(t)
t cc i l
h
V (t) = 0 t = 48,0453. Ti t = 48,0453 th
h
V (t) > 0 nn
iu kin ca im cc i c tha mn. Vy sau khong 48 nm th
cng vic kinh doanh trn nn kt thc.
1.3. Phn tch cn bng thng qua m hnh ti u nhiu bin khng
rng buc
nh ngha 4. Cho hm s n bin f: D R
n
R.
im x R
n
c gi l im cc i a phng nu x D
v tn ti mt ln cn N
nh ca im x sao cho f( x ) f(x),

x D N
( x ).
im x R
n
c gi l im cc i ton cc nu x D v tn
ti mt ln cn N
nh ca im x sao cho f( x ) f(x), x D.

Tng t, c th nh ngha khi nim cc tiu a phng v cc tiu
ton cc. Cc im cc i hay cc tiu c gi chung l im cc tr.
D thy, mi im cc i (cc tiu) ton cc cng l im cc i (cc
tiu) a phng, trong khi iu ngc li khng nht thit lun xy ra.
iu kin cc tr khng rng buc ca hm hai bin
Xt hm hai bin: z = f(x, y) xc nh trong min D R
2
vi iu
kin vi phn ton phn cp mt: dy ) y , x ( z dx ) y , x ( z dz
0 0 y 0 0 x
+ = tn ti
ti (x
0
, y
0
).
Lc ta c khai trin Taylor cho hm f(x, y) n vi phn cp mt
ti (x
0
, y
0
) tng ng vi cc s gia ring x v y l:
) ( o dy z dx z ) y , x ( f ) y y , x x ( f
y x 0 0 0 0
+ + + = + + ,
vi =
2 2
) y ( ) x ( + .
C th thy dy z dx z ) y , x ( f z
y x 0 0
+ + = l phng trnh ca mt
phng tip xc vi mt cong z = f(x, y) ti (x
0
, y
0
). Ngoi ra, iu kin
cn hm z = f(x, y) c cc tr ti (x
0
, y
0
) l dz = 0.
Nu tn ti vi phn ton phn cp hai d
2
z ti (x
0
, y
0
), th khai trin
Taylor ti vi phn cp hai c vit nh sau:
) ( o
! 2
z d
dz ) y , x ( f ) y y , x x ( f
2
2
0 0 0 0
+ + + = + + .
Trong :
d
2
z = d(dz) = ) dy z dx z ( d
y x
+
= dy ) dy z dx z ( dx ) dy z dx z (
yy yx xy xx
+ + +
=
[ ]
2
2 2
2
xy
x
2 2
xy
x y
xy
y
z z
dx
z dx 2z dydx z dy dx dy
z z dy

(
(
( + + =
(

(

.
Vy iu kin z = f(x,y) c cc tr ti (x
0
,y
0
) l:
dz =
x
y
z
[dx dy]
z
(
(

= 0 dx, dy
=
=
0 z
0 z
y
x

d
2
z > 0 dx, dy khng ng thi bng 0 (x
0
, y
0
) l im cc tiu
d
2
z < 0 dx, dy khng ng thi bng 0 (x
0
, y
0
) l im cc i.

C th chng minh c iu kin d
2
z > 0 ( dx, dy khng ng
thi bng 0) l tng ng vi iu kin ma trn Hess
(
(

2
2
y
xy
xy
x
z z
z z

xc nh dng.
Do iu kin z = f(x,y) c cc tiu ti (x
0
, y
0
) l:
dz = 0 0 z z
y x
= =
d
2
z > 0
2
2
xy
x
xy
y
z z
z z

(
(

(

xc nh dng.
Cn ch rng ma trn vung l xc nh dng nu cc nh thc
con dc theo ng cho chnh l dng. C th pht biu iu kin
tng t c cc i ti (x
0
, y
0
).
V d 9. Xt hm z = f(x, y) = 8x
3
+ 2xy 3x
2
+ y
2
+ 1
2
x
y
z 24x 2y 6x 0
z 2x 2y 0
= + =
= + =
= =
= =
3 / 1 y , 3 / 1 x
0 y x
2 2
1 1

Xt ma trn Hess H =
48x 6 2
2 2
(
(

, ta c cc nh thc con dc
theo ng cho chnh l
[ ] =
= =
1
2
H det 48x 6 ,
H det H 96x 16.

Trng hp 1: Ti x
1
= y
1
= 0 hay ti im M
1
(0, 0) th H
1
< 0 v H
2
< 0
nn d
2
z khng xc nh v du.
Trng hp 2: Ti x
2
= 1/3, y
2
= 1/3 th H
1
> 0 v H
2
> 0, hay H
xc nh dng nn d
2
z > 0, vy y l im cc tiu. Gi tr cc tiu ca
hm s ti im ny l 23/27.
Trong mt s bi ton dng tng t c th xy ra trng hp 3: H
1
< 0,
H
2
> 0. Lc ny H xc nh m nn d
2
z < 0 v ta c im cc i.
iu kin cc tr khng rng buc ca hm n bin
Cho hm n bin: z = f(x), x = (x
1
, x
2
, ..., x
n
) D R
n
. Xt cc iu
kin cn v hm s c cc tr ti x
0
=
0 0 0
1 2 n
(x , x ,..., x ) :
iu kin cn: dz = 0
1 2 n
x x x
z z ... z 0 = = = = .
iu kin :
dz = 0 0 z ... z z
n x 2 x 1 x
= = = =
d
2
z < 0 x
0
l im cc i
d
2
z > 0 x
0
l im cc tiu.
C th xt du d
2
z cn c vo ma trn Hess
1 1 1 2 1 n
2 1 2 2 1 2
n 1 n 2 n n
x x x x x x
x x x x x x
x x x x x x
z z z
...
z z z
...
H
...
... ... ...
...
z z z

(
(

(
=
(
(
(

Ta c: d
2
z

>

0 H xc nh dng (x
T
Hx > 0, x 0 )
1 1
1 1 1 2
2 1 2 2
1 z x
z x x x
2
x x x x
n
H det z 0
z z
H det 0
z z
...
H det H 0.
( = >

= >
(

= >

Tng t: d
2
z < 0 H xc nh m (tc l x
T
Hx < 0, x 0 )
Cc nh thc con chnh ln lt i du
1
2
3
4
H 0
H 0
H 0
H 0
...
<
>
<
>


V d 10. Xt m hnh cn bng th trng c quyn vi hai mt
hng cho bi h phng trnh sau:
Q
1
= 40 2P
1
+ P
2

Q
2
= 15 + P
1
P
2

Trong h trn, Q
1
v Q
2
l cc mc cu v hai mt hng vi cc gi
P
1
, P
2
tng ng.
Cho bit hm chi ph l C = Q
1
2
+ Q
1
Q
2
+ Q
2
2
v hm doanh thu l
R = P
1
Q
1
+ P
2
Q
2
= (55 Q
1
Q
2
)Q
1
+ (70 Q
1
2Q
2
)Q
2
= 55Q
1
+ 70Q
2

2Q
1
Q
2
Q
1
2

2Q
2
2
. Hy tm cc mc cn bng v cu v v gi c Q
1
,
Q
2,
P
1
, P
2
t li nhun cc i: R C = Max.
Ta c = R C = 55Q
1
+ 70Q
2
3Q
1
Q
2
2Q
1
2

3Q
2
2
. p dng quy
tc tm cc tr hm hai bin i vi hm li nhun , chng ta xt cc
iu kin sau:
iu kin cn:
/Q
1
=
1
= 55 4Q
1
3Q
2
= 0
/Q
2
=
2
= 70 3Q
1
6Q
2
= 0.
Gii h trn ta c
1
Q = 8,
2
Q = 7
2
3
. T tm c 1 P = 39
1
3
,
2 P = 46
2
3
.
iu kin : tnh c cc o hm cp hai d
1
/dQ
1
=
11
= 4,
d
1
/dQ
2
=
12
d
2
/dQ
1
=
21
= 3, d
2
/dQ
2
=
22
= 6. Lc ta c ma
trn Hess:
H =
(

6 3
3 4

vi H
1
= 4 < 0 v H
2
= 15 > 0.
Vy ma trn Hess xc nh m, nn iu kin li nhun t cc
i c tha mn ti
1
Q = 8,
2
Q = 7
2
3
, 1 P = 39
1
3
, 2 P = 46
2
3
. D dng
tnh c
max
= 488
1
3
.
V d 11. Vn th trng phn bit gi c.
Xt trng hp mt hng sn xut mt loi hng ha c quyn c
bn trn ba th trng phn bit vi cc mc tiu th l Q
1
, Q
2
v Q
3
.
Nu cc h s co gin ca cu trn ba th trng khc nhau th gi c sn
phm cng l khc nhau trn ba th th trng ny. M hnh xc nh gi
c phn bit c cho bi h sau:
1 1 2 2 3 3
1 2 3
i i i
R R (Q ) R (Q ) R (Q )
C C(Q)
Q Q Q Q
R PQ , i 1, 2, 3.
= + +
= + +
= =

R
i
, P
i
vi i = 1, 2, 3 l cc doanh thu v gi c sn phm ti th trng
i. T ta c bi ton: Cn xc nh cc mc gi cn bng P
1
, P
2
v P
3

sao cho tng li nhun ca hng sn xut l ti a:
Max ) Q ( C ) Q ( R ) Q ( R ) Q ( R
3 3 2 2 1 1
+ + =
Xt iu kin cn:
= =
= =
= =

0
Q
Q
) Q ( C ) Q ( R
Q
0
Q
Q
) Q ( C ) Q ( R
Q
0
Q
Q
) Q ( C ) Q ( R
Q
3
3 3 3
3
2
2 2 2
2
1
1 1 1
1

Do 1
Q
Q
Q
Q
Q
Q
3 2 1
=
nn t iu kin ny ta c:
MC MR MR MR ) Q ( C ) Q ( R ) Q ( R ) Q ( R
3 2 1 3 3 2 2 1 1
= = = = = =
iu kin trn cho php ta c th xc nh c vic phn phi hng
trn th trng t li nhun ti a.
Ta c R
i
= P
i
Q
i
(i = 1, 2, 3). T :
MR
i
=
i
i
dQ
dR
= P
i
+ Q
i
i
i
dQ
dP
.

Coi P
i
l hm ca Q
i
, ta c:
MR
i
= P
i
|
|
\
|
+
i
i
i
i
P
Q
dQ
dP
1
.
Do
i i
i i
di
P / dP
Q / dQ
= (
di
l h s co gin ca cu ti th trng i,
di
< 0) nn:
i i
di
1
MR P (1 ) =

Vy iu kin cn t Max l
| | | | | |
= =
| | |
| | |

\ \ \
1 2 3
d1 d2 d3
1 1 1
P 1 P 1 P 1 .
Xt iu kin . Trc ht ta tnh cc o hm ring cp hai:
) Q ( C ) Q ( R
Q
1 1
2
1
2
11
=

=
) Q ( C ) Q ( R
Q
2 2
2
2
2
22
=

=
) Q ( C ) Q ( R
Q
3 3
2
31
2
33
=

=
) Q ( C
32 31 23 21 13 12
= = = = = = .
T c ma trn Hess nh sau
H=
2
3
R C C C
C R C C
C C R C
(
(

(
(

.
t Max th H phi xc nh m.
Chng hn, cho P
1
= 63 4Q
1
, P
2
= 105 5Q
2
, P
3
= 75 6Q
3
,

C = 20 + 15Q. Hy xc nh cc mc gi cn bng P
1
, P
2
v P
3
t Max.
iu kin cn: T R
1
= P
1
Q
1
= 63Q
1
4Q
1
2
suy ra MR
1
= 63 8Q
1
.
Tng t, t iu kin MR
1
= MR
2
= MR
3
= MC suy ra 63 8Q
1
=
105 10Q
2
= 75 12Q
3
= 15. Gii cc iu kin ny s thu c:
1
2
3
Q 6
Q 9
Q 5
vi
1
2
3
P 39
P 60
P 45.

C th kim tra rng:
1
R = 8,
2
R = 10,
3
R = 12 v C = 0, nn
ma trn Hess (lun) xc nh m. Do , iu kin c tha mn.
Vy li nhun ti a t c l = 679 ti cc gi c (phn bit i vi
ba th trng) l P
1
= 39, P
2
= 60 v P
3
= 45. C th kim nghim rng
mc gi cn bng P
2
= 60 l cao nht ti th trng th hai, m ti h
s co gin ca cu l thp nht.
Da trn chnh sch gi c phn bit c th xc nh c cc mc
gi phn bit ti u (mc cn bng gi) trn cc th trng tng li
nhun t ti Max. T , c th d bo c cc doanh thu R
i
ti th
trng i cng nh hm tng chi ph C.
V d 12. Cc quyt nh u vo cho mt hng sn xut.
Thay v cc mc sn xut u ra, cc bin quyt nh trong bi ton
ti a ha li nhun c th l cc mc u vo. Xt mt hng sn xut s
dng hai loi nguyn liu (hai loi d tr) a, b sn xut ra mt loi sn
phm mc Q. Cho bit
0
a
P l gi mt n v nguyn liu loi 1,
0
b
P l
gi nguyn liu loi 2 v P
0
l gi mt n v sn phm.
Qu trnh sn xut ra sn phm ko di t nm, nn phi tnh n khu
hao. Gi
0 0
a b
C aP bP = + l hm chi ph, Q = Q(a, b) l hm sn xut vi Q
l mc sn phm u ra ph thuc vo cc mc nguyn liu u vo a, b.
Lc ta c bi ton ti u: hy xc nh cc t hp u vo (a, b) ti u
0 0
rt
0 a b
P Q(a, b)e aP bP Max
= .
iu kin cn:
0
rt
a 0 a a
P Q e P 0
= = v
0
rt
b 0 b b
P Q e P 0
= = .

Gi s xc nh c a, b Q t mc sn phm u ra cc i
Q
max
, liu c kh nng tm c t hp khc ca cc mc u vo (a, b)
vn t c mc Q
max
? y l vn thay th gia cc u vo.
Phn tch ng ng mc Q: Cho Q = Q(a, b) = const = Q
0
.
Lc c mi quan h hm n gia b v a sao cho Q(a,b) Q
0
= 0.
Coi b l hm n ca a th b = (a). Nh vy, mi im (a, b) thuc th
ca hm b = (a) u cho cng mc Q = Q
0
. Do:
Q = Q
0
dQ = 0 Q
a
da + Q
b
db = 0

a a
b b
Q MPP db
da Q MPP
= = = (hm sn xut bin theo a / hm sn
xut bin theo b).
Ch cc k hiu v cc thut ng: MPP
a
l hm sn xut bin theo
bin a (marginal physical product of a), cn MPP
b
l hm sn xut bin
theo bin b (marginal physical product of b).
ngha ca cc hm sn xut bin: Khi tng u vo a ln mt n v,
b gi nguyn, th Q tng mt lng Q
a
= MPP
a
(thng gi s MPP
a
> 0).
Cn nu tng u vo b ln mt n v, a gi nguyn, th Q tng mt
lng Q
b
= MPP
b
(thng gi s MPP
b
> 0).

Hnh IV.5
ng ng mc
O
b
M
M
a
N
N
Q
1
Q
0
b
0
D
Xt ng ng mc Q(a, b) = Q
0
. Xt on cong
MM' . Ti ta
c mi quan h hm n b = (a) vi 0
da
db
< (do MPP
a
> 0, MPP
b
> 0).
Gi s ta chn M v chuyn ng ra khi vng D. Lc 0
da
db
> nn
mt trong cc o hm ring MPP
a
hoc MPP
b
c du m. Vy nu gi b
= b
0
khng i th M c khuynh hng chuyn sang im N thuc ng
ng mc vi mc thp hn Q = Q(a, b) = Q
1
< Q
0
. iu ny chng t
MPP
a
< 0.
iu kin : Ma trn Hess phi xc nh m.
H =
(

bb ba
ab aa
=
(

rt
bb 0
rt
ba 0
rt
ab 0
rt
aa 0
e Q P e Q P
e Q P e Q P
=
(
bb ba
ab aa rt
0
Q Q
Q Q
e P xc
nh m
K =
(
bb ba
ab aa
Q Q
Q Q
xc nh m
Q
aa
< 0 v Q
aa
Q
bb
Q
ab
2
> 0.
Trc ht hy tm hiu: Q
aa
< 0 c ngha l g? Ta gi s Q
a
> 0
(MPP
a
> 0) v Q
aa
< 0, suy ra Q
a
nghch bin. Lc khi gi b c nh
th Q tng theo a vi tc chm dn.
Cn Q
aa
Q
bb
Q
2
ab
> 0 c ngha l g? C th chng minh c rng:
2
a a b
b a
2 2
b b
Q dQ dQ d b d db d 1
Q Q
da da da Q da da da Q
| |
( | |
= = =
| |
(
\
\
.
Mt khc b l hm n ca a nn b = (a). Do :
a
ab aa
dQ db
Q Q
da da
= + v
ab bb
b
Q
da
db
Q
da
Q d
+ = .
T c:
2
2 2
aa b ab a b bb a
2 3
b
d b 1
Q Q 2Q Q Q Q Q
da Q
(
= +

.

Tam thc nhn c sau khi chia biu thc trong ngoc cho Q
a
2
c
bit thc = Q
ab
2
Q
aa
Q
bb
< 0 (do iu kin ma trn K xc nh m
c tha mn) v h s cao nht l Q
aa
nn lun mang du m. Vy
2
2
da
b d
> 0, tc l cc ng ng mc u lm xung (nh m t trn
hnh IV.5).
Ch . Xt trng hp khu hao theo qu vi r l li sut / nm
v t l thi gian sn xut tnh theo nm. Lc
0 0
4t
0 a b
P Q(a, b)(1 r / 4) (aP bP )
= + + . Nu t c tnh theo qu v i l
li sut theo qu (li sut / qu) th c
0 0
t
0 a b
P Q(a, b)(1 i) (aP bP )
= + + .
Bn c quan tm c th t mnh kho st a ra cc iu kin cn v
nhm t c li nhun cc i.
p dng phn tch so snh tnh cho bi ton xc nh cc quyt nh
u vo
Cn xc nh im cn bng ( a , b ) ( t c li nhun ti a
max
) tha mn
0
b a
= =
= =
= =
1 rt
0 a0 b0 0 a a0
2 rt
0 a0 b0 0 b b0
F (a, b;P , P , P , r, t) P Q (a, b)e P 0,
F (a, b;P , P , P , r, t) P Q (a, b)e P 0.

Do c
0 0
0 a b
a a(P , P , P , r, t) = v
0 0
0 a b
b b(P , P , P , r, t) = .
Cn tnh
0 0
a b
,
P P

,
a b
,
r r

,
a b
,
t t

, t tr li cc cu hi:
nu P
0
, r, t, tng hoc gim th a , b tng hoc gim nh th no.
Ta c nh thc Jacoby 0
Q Q
Q Q
e P J
bb ab
ab aa rt
0
=

. Gi s cc iu
kin khc ca nh l hm n c tha mn. Lc t kt lun ca nh
l hm n ta s c:
0 aa ab a rt rt
0
ab bb b
0
a
P Q Q Q
P e e
Q Q Q b
P

(
(
( (
(
=
( (
(

(

.
Do ta c:
a bb b ab
2
0
0 aa bb ab
Q Q Q Q a
P
P (Q Q Q )
+
=

v:
b aa a ab
2
0
0 aa bb ab
Q Q Q Q b
P
P (Q Q Q )
+
=

.
Ch rng ta gi s cc iu kin: Q
a
> 0, Q
b
> 0, Q
aa
< 0, Q
bb
< 0
v Q
aa
Q
bb
Q
ab
2
> 0 (do ma trn Hess H hay ma trn K l xc nh m).
Trng hp 1: Q
ab
= Q
ba
> 0. Q
ab
= (Q
a
)
b
> 0 c ngha l khi b tng
th Q
a
tng (hay MPP
a
tng). Q
ba
= (Q
b
)
a
> 0 c ngha l khi a tng th Q
b
tng (hay MPP
b
tng). Lc ny:
0 0
a b
0, 0
P P

> >

.
Trng hp 2: Q
ab
= Q
ba
< 0. Lc ny cn kho st cc ln (bin
) ca cc o hm ring Q
a
, Q
b
, Q
aa
, Q
ab
, Q
bb
xc nh du ca
0 0
a b
,
P P

l dng hay m v rt ra cc kt lun cn thit.
2. Phn tch cn bng thng qua m hnh ti u nhiu bin c rng buc
2. 1. Phng php nhn t Lagrange
Xt bi ton ti u ha (cc i ha) hai bin dng tng qut vi mt
rng buc mang du bng:
z = f(x
1
, x
2
) Max, vi iu kin rng buc g(x
1
, x
2
) = c.
V d 13. z = x
1
x
2
+ 2x
1
Max, vi rng buc: 4x
1
+ 2x
2
= 60.
p dng phng php nhn t Lagrange (chnh xc hn cn gi l
iu kin Kuhn Tucker m chng ta c bit ti trong mn hc Ti
u ha), chng ta i cc i ha hm Lagrange

Z = f(x
1
, x
2
) +[c g(x
1
, x
2
)] = x
1
x
2
+ 2x
1
+ (60 4x
1
2x
2
).
y c gi l nhn t Lagrange.
Xt iu kin cn:
1 1 1
2 2 2
1 2
x 1 x x
x 2 x x
Z Z/ c g(x , x ) 0
Z Z/ x f g 0
Z Z/ x f g 0
= = =
= = =
= = =
(4.1)
1 2
2 1
1 2
60 4x 2x 0 4
x 2 4 0 x 8
x 2 0 x 14.
= =

+ = =

= =

Ch . T (4.1) s c
1 2
x x
Z Z 0 = = hay:
1 2
1 2
x x
x x
f f
g g
= = . (4.2)
Xt iu kin :
Trc ht, do iu kin g(x
1
, x
2
) = c nn ta c dg = g
x1
dx
1
+ g
x2
dx
2
= 0.
Vy dx
2
= (g
x1
/g
x2
)dx
1
. Coi x
2
l hm n ca x
1
, ta s c:
d
2
z = d(dz) =
( ) ( )
1 2 1 2
x 1 x 2 1 x 1 x 2 2
1 2
f dx f dx dx f dx f dx dx
x x

+ + +

=
1 1 1 2 2
2
x x 1 x x 2 x 1
1
dx
f dx f dx f dx
x
( | |
+ +
( |
\

+
2 1 2 2 2
2
x x 1 x x 2 x 2
2
dx
f dx f dx f dx
x
( | |
+ +
( |
\
.
Do
2
2 2
x 1 2
1 2
dx dx
f dx dx
x x
(
+
(

=
2 2
2
x 2 x 2
f d(dx ) f d x = nn chng ta c:

d
2
x =
1 1 1 2 2 2 2
2 2 2
x x 1 x x 1 2 x x 2 x 2
f dx 2f dx dx f dx f d x + + + . (4.3)
Tng t, ta cng c:
1 1 1 2 2 2 2
2 2 2 2
x x 1 x x 1 2 x x 2 x 2
d g g dx 2g dx dx g dx g d x = + + + = 0. (4.4)
Rt d
2
x
2
t ng thc (4.4) v th vo ng thc (4.3), s thu c:
d
2
z =
2 2
1 1 1 1 1 2 1 2
2 2
x x
2
x x x x 1 x x x x 1 2
x x
f f
f g dx 2 f g dx dx
g g
| | | |
+ | |
| |
\ \

2
2 2 2 2
2
x
2
x x x x 2
x
f
f g dx
g
| |
+ |
|
\
.
Theo (4.1) chng ta c:
d
2
z =
( ) ( )
1 1 1 1 1 2 1 2
2
x x x x 1 x x x x 1 2
f g dx 2 f g dx dx +

( )
2 2 2 2
2
x x x x 2
f g dx + =
1 2
1 1 2 2
2 2
1 x x 1 2 2
x x x x
Z dx 2Z dx dx Z dx + + .
Thay dx
2
= (g
x1
/g
x2
)dx
1
vo biu thc trn, thu c:
d
2
z =
2
1
2
x
2
x
x x
2
1
x
x
x x
2
1 x x
dx
g
g
Z dx
g
g
Z 2 dx Z
2
1
2 2
2
1
2 1 1 1
+
= ( )
2
x
2
1 2
x x x x x x x
2
2 x x x
2
1 2 2 2 1 2 1 1 1
g
dx
g Z g g Z 2 g Z + .
Vy du ca d
2
z chnh l du ca tam thc bc hai
( )
2
x x x x x x x
2
2 x x x
1 2 2 2 1 2 1 1 1
g Z g g Z 2 g Z +
hay ngc vi du ca
1 2
1 1 1 1 2
2 1 2 2 2
x x
x x x x x
x x x x x
0 g g
H g Z Z
g Z Z
= .

C th vit ngn gn H
1 2
1 11 12
2 21 22
0 g g
g Z Z
g Z Z
= .
nh thc H c gi l nh thc Hess bao (Bordered Hessian).
Nu H > 0 th ta c d
2
z < 0, hay iu kin c z t Max c tha
mn, cn nu H < 0 th ta c z t Min. Trong v d trn ta c:
0 4 2
H 4 0 1 16 0
2 1 0
= = > .
Kt lun: Ti
1 2
x 8, x 14 = = th hm z t gi tr cc i z
max
= z

=
128. Sau y chng ta s phn tch gi tr ti u = 4 ca nhn t
Lagrange.
ngha ca nhn t Lagrange
Quay li bi ton ti u: z = f(x
1
, x
2
) Max, vi iu kin rng
buc g(x
1
, x
2
) = c. Chng ta xt bi ton cc i ha hm Lagrange Z
= f(x
1
, x
2
) + [c g(x
1
, x
2
)] = x
1
x
2
+ 2x
1
+ (60 4x
1
2x
2
) Max.
iu kin cn:
1 2
x x
Z Z Z 0
= = =
1 1
2 2
1 2
x x
x x
c g(x , x ) 0
f g 0
f g 0

1 1
2 2
1
1 2 1 2
2
1 2 x x
3
1 2 x x
F ( , x , x , c) c g(x , x ) 0
F ( , x , x , c) f g 0
F ( , x , x , c) f g 0
= =
= =
= =
(4.5)
Gi s cc hm F
j
(, x
1
, x
2
; c), vi j = 1, 2, 3, u c cc o hm
ring lin tc. D thy nh thc Jacoby:
J =
1 1 1
1 2
2 2 2
1 2
3 3 3
1 2
F F F
x x
F F F
x x
F F F
x x

=
1 2
1 1 1 1 1 1 2 1 2
2 1 2 1 2 1 2 1 2
x x
x x x x x x x x x
x x x x x x x x x
0 g g
g f g f g
g f g f g

= H 0.
Lc , theo nh l hm n, nghim ca (4.5) ph thuc vo tham
s c c vit di dng: (c) = ,
1 1
x x (c) = ,
2 2
x x (c) = trong mt ln
cn nh ca c. Gi Z l gi tr ti u ca Z, c th vit:
( ) ( )
1 2 1 2
Z f x , x c g x , x = + (

. Do :
[ ]
1 2 1 2
1 2 1 2
x x 1 2 x x
dx dx dx dx dZ d
f f c g(x , x ) 1 g g
dc dc dc dc dc dc
| |
= + + +
|
\

=
( ) ( ) [ ]
1 1 2 2
1 2
x x x x 1 2
dx dx d
f g f g c g(x , x )
dc dc dc
+ + + = .
Do chng ta ang gi s iu kin cn c tha mn nn ba s hng
u v phi trit tiu. Vy =
dc
Z d
. Do Z z = nn cng c
dz
dc
= .
Nh vy, cho php nh gi c nh hng ca s thay i ca c n
z . Chng hn, do trong v d trn 4 = nn khi c tng ln 1 n v th z
c khuynh hng tng ln 4 n v.
2.2. iu kin t ti trng thi cn bng
Xt bi ton z = f(x
1
, x
2
, ..., x
n
) Max (Min) vi rng buc:
g(x
1
, x
2
, ..., x
n
) = c.
iu kin cn: Z = z + (c g) = f + (c g) t Max (Min) l
Z
= Z
1
= ... = Z
n
= 0.
iu kin : Gi s iu kin Z
= Z
1
= ... = Z
n
= 0 c tha mn.

Xt nh thc Jacoby hay cng chnh l nh thc Hess bao:
1 2 n
1 11 12 1n
2 21 22 2n
n n1 n2 nn
0 g g ... g
g Z Z ... Z
J g Z Z ... Z
... ... ... ... ...
g Z Z ... Z
= = H .
C th chng minh c rng khi 3 4 H 0, H 0, > < ... vi du ca cc
nh thc con chnh t cp 3 tr ln thay i ln lt th d
2
z c du m,
nn ta c z
max
. Cn nu 3 4 H 0, H 0, < < ...tc l du cc nh thc con
chnh t cp 3 tr ln lun m th d
2
z c du dng, nn ta c z
min
.
Mt cch tng qut hn, xt bi ton ti u z = f(x
1
, x
2
, ..., x
n
)
Max (Min), vi m rng buc mang du bng:
1
1 2 n 1
2
1 2 n 2
m
1 2 n m
g (x , x , ..., x ) c
g (x , x , ..., x ) c
...
g (x , x , ..., x ) c .

Xt hm Lagrange:
1 m
1 2 n 1 1 m m
Z f (x , x , ..., x ) (c g ) ... (c g ) = + + + .
iu kin cn c z
max
(hay z
min
) l:
1 m
1 n
Z ... Z Z ... Z 0

= = = = = = .
iu kin c z
max
(hay z
min
) l:
nh thc Jacoby cng chnh l nh thc Hess bao
1 1
1 n
m m
1 n
1 m
1 1 11 1n
1 m
n n z1 nn
0 ... 0 g ... g
... ... ... ... ... ...
0 ... 0 g ... g
J H
g ... g Z ... Z
... ... ... ... ... ...
g ... g Z ... Z
= =
tha mn:
Cc nh thc con chnh t cp m + 2: m 2 m 3 H , H , + + ... ln lt
i du vi m 2 H + c du (1)
m+1
. Lc ta c z
max
.
Cc nh thc con chnh t cp m + 2: m 2 m 3 H , H , + + ... khng i
du vi m 2 H + c du (1)
m
. Lc ta c c z
min
.
2.3. Cc i ha hm tha dng ca ngi tiu dng
Xt hm tha dng U = U(x, y) ca ngi tiu dng ph thuc vo cc
bin quyt nh x v y l mc tiu dng hai mt hng vi cc iu kin:
U
x
> 0, U
y
> 0 (c ngha l khi mc tiu dng tng mt hng tng th
tha mn ca ngi tiu dng cng tng). Chng ta c bi ton ti u sau:
U(x, y) Max, vi iu kin rng buc: xP
x
+ yP
y
= B.
y B l ngn qu tiu dng cho php. Cn tm iu kin cn v
c U
max
.
Trc ht chng ta thit lp hm Lagrange:
) yP xP B ( ) y , x ( U Z
y x
+ = .
iu kin cn:
x y
x x x
y y y
B xP yP 0
Z 0
Z 0 U P 0
Z 0 U P 0.
= =

= =

= =


T phng trnh th hai v th ba ca h iu kin trn suy ra:
y
x
x y
U
U
P P
= = .
iu kin trn c th pht biu nh sau: Mun cc i ha hm tha
dng ca ngi tiu dng cn phn b qu tin hin c sao cho t s ca
cc hm tha dng bin vi gi c tng ng l bng nhau cho tt c cc
mt hng. Ngoi ra, c th chng minh c, l nh hng ca B
(ngn qu) tc ng ln gi tr tha dng cc i:
dB
U d
= . Tc l khi
ngn qu tng ln 1 n v th U c khuynh hng tng ln n v.
Phn tch ng bng quan
ng bng quan l qu tch (tp hp) tt c cc t hp mc tiu
dng hai mt hng (x, y) sao cho U = c c nh (xem hnh IV.6). Lc
cng c dU = U
x
dx + U
y
dy = 0.

Nh vy x v y c th thay th ln nhau gi nguyn c mc
tha dng U ca ngi tiu dng, hay U(x, y) c = 0. Vi mt s iu
kin nht nh (nh phn tch trong nh l hm n), c th coi y l
x
ng
ngn qu
x
y
O
E
y
ng
bng quan
Hnh IV.6
hm n ca x, hay y = y(x). Do dU = U
x
dx + U
y
dy = 0 nn trn ng
bng quan ta c:
y
x
y
x
P
P
U
U
dx
dy
= =
y l t l thay th bin gia hai loi hng ha gi cho mc tha
mn U ca ngi tiu dng c nh trn ng bng quan. Mun t
U
max
vi ngn qu B cho, cn xc nh tip im ( ) y , x ca ng
ngn qu (xP
x
+ yP
y
= B) vi mt trong cc ng bng quan.
Theo phn tch trn ti ( ) y , x ta c
y
x
y
x
P
P
U
U
= .
iu kin c U
max
t ti ( ) y , x :
0
U U P
U U P
P P 0
H
yy xy y
xy xx x
y x
> = 0 U P U P U P P 2 H
yy
2
x xx
2
y xy y x
> = .
Sau y chng ta tnh
2
2
dx
y d
cho hm n y = y(x) (khi U(x, y) = c =
const):
2
y
x x
y x
2 2
y y
dU
U dU d y d dy d 1
U U
dx dx dx U dx dx dx U
| |
| |
| |
= = = |
| |
|
\
\
\

(
\
|
+ |
\
|
+ =
dx
dy
U U U
dx
dy
U U U
U
1
yy xy x xy xx y
2
y
.
T iu kin
x x
y y
U P dy
dx U P
= = , ta c:
2
2
dx
y d
x x
y xx xy x xy yy
2
y y y
P P 1
U U U U U U
P P U
( | | | |
= ( | |
| |
(
\ \
.

Thay
y x
x
y
U P
U
P
= vo biu thc trn v rt gn, cui cng s nhn c:
2 2
2
x y xy y xx x yy
2 2 2
y y y y
H
2P P U P U P U
d y
dx U P U P

= = .
Vy nu iu kin c tha mn th
2
2
dx
y d
> 0. Do ng bng
quan (l th hm li) c tnh lm xung.
Phn tch so snh tnh
Xt bi ton cc i ha hm tha dng (vi hai loi hng ha), th
iu kin cn l:
x y
x x x
y
y y
B xP yP 0
Z 0
Z 0 U (x, y) P 0
Z 0
U (x, y) P 0.
=
=
= =

=
=

vi Z = U(x, y) (B P
x
x P
y
y). C th p dng nh l hm n, c:
1
x y x y
x y
2
x y x x x y
3
x y
x y y y
F ( , x, y, B, P , P ) B xP yP 0
(B, P , P )
F ( , x, y, B, P , P ) U (x, y) P 0 x x(B, P , P )
y y(B, P , P ).
F ( , x, y, B, P , P ) U (x, y) P 0
= =
=
= = =

=
= =

Ma trn Jacoby l:
(
(
(

=
yy xy y
xy xx x
y x
U U P
U U P
P P 0
J
Theo nh l hm n s c:
1
x y
2
x xx xy
3
y xy yy
F
B
B
0 P P
1
x F
P U U 0
B B
0
P U U
y
F
B
B
(
(
(
(

( (
( (
( (
( (
= =
( (
(
(

( (
(
(

(
(
(
(

x xy
y yy
x xx
y xy
P U
x 1
P U B J
P U
y 1
.
P U
B J

Du ca cc o hm ring trn c th dng hay m ty theo tng
trng hp. Cn ni ti mt s thut ng sau: Mt hng th nht l mt
hng thng thng nu 0
B
x
>
(tc l nu ngn qu B tng th mc tiu

dng cn bng i vi mt hng th nht c khuynh hng tng), l th
cp nu 0
B
x
<
(tc l nu ngn qu B tng th mc tiu dng cn bng

i vi mt hng th nht li c khuynh hng gim). iu tng t
cng c pht biu cho vi mt hng th hai. Ngoi ra, cng c th
phn tch cc nh hng ca gi c n x , y nu tip tc nh gi
x
x
P
,
x
y
P
,
y
x
P
,
y
y
P
. Tuy nhin nhng phn tch kiu ny kh phc tp nn

chng ta khng trnh by y, bn c quan tm c th xem thm trong
ti liu tham kho.
3. Hm sn xut v vn phn b u vo ti u
3.1. Hm ng cp
nh ngha 5. Hm z = f(x
1
, x
2
, ..., x
n
) c gi l hm ng cp bc r
hay hm thun nht bc r nu f(jx
1
, jx
2
, ..., jx
n
) = j
r
f(x
1
, x
2
, ..., x
n
) ng vi

gi tr j bt k (gi s rng c hai im (x
1
, x
2
, ..., x
n
) v (jx
1
, jx
2
, ..., jx
n
)
u nm trong min xc nh ca hm f).
V d 14. Hm
x
w 2
y
x
) w , y , x ( f
2 2
+ = l hm ng cp bc mt.
Hm f(x, y, w) =
x
y
+
2w
3x
l hm ng cp bc 0.
V d 15. Xt hm sn xut c dng Q = f(K, L) vi Q l lng sn
xut u ra, K l mc vn, cn L mc lao ng. Thng thng gi s
hm sn xut l hm ng cp bc mt, tc l: f(jK, jL) = jf(K, L). Cc
hm sn xut ng cp bc mt cn c gi l hm sn xut vi hiu
sut khng i (constant return to scale), tc l nu chng ta m
rng quy m sn xut mt cch cng tnh, b tr j nh my cng c tng
t nh nh my hin c, th mc sn xut u ra s tng j ln). Sau y l
cc tnh cht ca hm sn xut bc mt.
Tnh cht 1. Xt hm sn xut ng cp bc mt: Q = f(K, L). Lc
, hm sn phm trung bnh theo lao ng APP
L
= Q/L v hm sn
phm trung bnh theo vn APP
K
= Q/K l cc hm s ca t l mc vn
trn mc lao ng k = K/L.
Chng minh
L
Q f (K, L) K L
APP f , f (k,1) (k)
L L L L
| |
= = = = =
|
\

v
K
Q Q L (k)
APP
K L K k
= = = .
Tnh cht 2. Cho hm sn xut Q = f(K, L) ng cp bc mt. Lc
hm sn phm bin theo lao ng MPP
L
v hm sn phm bin theo
vn MPP
K
cng l cc hm ca t l mc vn trn mc lao ng k = K/L.
Chng minh
Ta c:
[ ]
K
Q
MPP L (k) L ( (k))
K K K

= = =


Ld (k) k 1
L (k) (k)
dk K L

= = =
.
Tng t ta tnh c:
[ ]
L
Q d k
MPP (L (k)) (k) L (k)
L L dk L

= = = +

2
K
(k) L (k) (k) k (k)
L
| |
= + =
|
\
.
Tnh cht 3 (nh l Euler).
Xt hm sn xut ng cp bc mt: Q = f(K, L). Lc ta c:
Q
L
Q
L
K
Q
K =
.
Chng minh
Q Q
K L K (k) L( (k) k '(k))
K L

+ = +

( ) K (k) Lk '(k) L (k) L (k) Q = + = = .
Phn tch ngha ca nh l Euler: Gi s chng ta nh lng K, L
v Q theo n v tin t. Nu tr cng ng gp vn K theo t l quy nh
bi hm sn phm bin theo vn MPP
K
, v nu tr cng ng gp lao
ng theo t l quy nh bi hm sn phm bin theo lao ng MPP
L
th
tng gi tr sn phm lm ra cng b vt cn theo t l phn phi
(distributive shares) trn y. Do , li dng v mt kinh t s cn li
bng 0. y l im hn ch ca hm sn xut ng cp bc mt hay hm
sn xut hiu sut khng i. c bit trong iu kin cnh tranh khng
hon ho, tin tr cng khng nht thit tun theo cc t l MPP
K
v
MPP
L
, th nh l Euler cng khng ng vai tr g trong bc tranh phn
phi tng gi tr sn phm lm ra. Tuy nhin, do tnh cht d p dng v
tnh ton n gin, hm sn xut ng cp bc mt vn c s dng
rng ri trong cc phn tch kinh t.

3.2. Hm sn xut dng CobbDouglas
Hm sn xut CobbDouglas ph thuc vo cc u vo l mc vn
u t K v lng lao ng L c dng

= = L K A ) L , K ( f Q , vi
iu kin > 0 v > 0. y, A l h s cng ngh (c coi l hng
s ti thi im t no ), Q l mc sn xut u ra. C th chng minh
c, hm sn xut cho l hm ng cp bc + v:
f ( jK, jL) A(Kj) (Lj) j AK L j AK L j f (K, L)
+ + +
= = = = .
Bng cch xt hm n K = K(L) i vi cc im (K, L) nm trn
cng mt ng ng mc sn xut Q = Q
0
= const (tc l F(K, L) =
Q(K, L) Q
0
= 0), c th p dng nh l hm n chng minh c:
dK F/ L / L K
dL F/ K / K L

= = =

< 0
v
2
2 2
d K d K d K 1 dK
L K
dL L dL L dL dL L
| | | | | |
= = =
| | |

\ \ \
> 0.
Do , ng ng mc ca hm sn xut dng Cobb Douglas c
dng lm xung.
Xt trng hp + = 1 ta c hm sn xut

=
1
L AK Q . y l
hm ng cp bc mt. Chng ta i kim tra li kt qu ca nh l Euler.
Ta c:

= |
\
|
= = = Ak
L
K
A
L
L AK
L
Q
APP
1
L
,
1
K
Q Q L Ak
APP Ak
K L K k
= = = = ,
1
L
k A MPP

= ,
= k ) 1 ( A MPP
K
.
Do :
L
Q
L
K
Q
K
=
1 1
KA K L LAK (1 )L

+

1 1
A K L (1 )K L

(
= +

=
1
AK L Q

=
Ta c nhn xt: =

Q
) K / Q ( K
cn =

1
Q
) L / Q ( L
, nn c th
kt lun rng nu tr cng vn K v lao ng L theo cc t l tng ng
MPP
K
v MPP
L
th cc t l phn chia tng i (relative share) ca tng
gi tr sn phm lm ra Q cho K v L s ng bng cc s m v 1 .
Mt khc c th thy
QL
Q/ Q Q/ L A(1 )K L
1
L/ L Q/ L AK L

= = = =

1 1
QK
1 1
Q/ Q Q/ K A K L
K/ K Q/ K AK L

= = = =
.
Vy h s co gin ca sn lng Q theo K (vn) chnh l ly tha
ca K trong biu thc

=
1
L AK Q , cn theo L (lao ng) l 1 .
V d 16. Xt hm sn xut Q = 100K
0,6
L
0,4
c
QK
= 0,6 v
QL
0, 4 = . iu ny c ngha rng: Khi K tng thm 1% th Q tng thm
0,6% , cn nu L tng thm 1% th Q tng thm 0,4%.
V d 17. Xt hm sn xut dng Cobb Douglas tng qut vi 3
bin u vo trong mt m hnh chn nui:
1 2 3
Q Ax x x

= tc l Q ph
thuc vo cc u vo x
1
(chng hn l tin mua thc n chn nui),
x
2
(tin mua ging), x
3
(tin tr cng lao ng). Hy tr li cc cu hi
sau y:
a) Vi iu kin no ca , , th hm sn xut trn y l hiu
sut khng i hay ng cp bc mt? ngha kinh t ca iu kin ny
l g? Bn c t tm hiu cu tr li.

b) Tm cc h s co gin
Q1
,
Q2
,
Q3.

1
Q
1
Q1
1 1 1 x
r
Q/ x Q/ Q hm bin
x / x Q/ x hm trung bnh r

= = = = =

,
vi r
Q
v r
x1
l cc tc tng trng ca Q v x
1
. Tng t, ta c
Q2 Q3
, = = .
c) Lm th no tm c hm sn xut
1 2 3
Q Ax x x

= theo dng
trn y? (khng xt iu kin ng cp bc mt). tr li cu hi ny,
chng ta c th s dng phng php chn mu trong thng k tm
hi quy thc nghim dng m:
1 2 3
Q Ax x x

= hay, sau khi lgarit ha,
dng tuyn tnh i vi lnx
1
, lnx
2
, lnx
3
:
1 2 3
ln Q ln A ln x ln x ln x = + + + .
Tip theo c th xt bi ton ti u tm c cu u t ti u:
1 2 3
Q Ax x x Max

= , vi rng buc: x
1
+ x
2
+ x
3
= B (B l tng vn
u t).
V d 18. Tm cc mc u vo ti u cho hm sn xut Cobb
Douglas tng qut n bin u vo: x
1
, x
2
, ..., x
n
t c li nhun ti a.
Xt hm sn xut dng Cobb Douglas:
1 2 n
1 2 n
Y Ax x ...x

=

Doanh thu:
1 2 n
1 2 n
PY PAx x ...x

= , (P l gi n v sn phm u ra).
Li nhun cn ti a:
1 1 2 2 n n
PY (x P x P ... x P ) = + + + Max
(P
i
l gi n v u vo th i).
iu kin cn:
1 2 n
... 0
x x x

= = = =

.

1
1 1
2
2 2
n
n n
Y
P P 0
x x
Y
P P 0
x x
...
Y
P P 0.
x x

= =

= =

= =

1 2 n
1 2 n
1 2 n
1
1 1 2 n 1
1
2 1 n 2
1
n 1 1 n
PA x x ...x P
PA x x ...x P
...
PA x x ...x P .

1 2 n
1 2 n
1 2 n
1 1 2 n 1 1
2 1 2 n 2 2
n 1 2 n n n
PA x x ...x P x
PA x x ...x P x
...
PA x x ...x P x .

(4.6)
j
i i
j j i
P
x
, i j
x P
.
Thay biu thc trn vo (4.6) ta c:
2 n
1
1 2 1 1 n 1
1 1 1 1
1 2 1 n
x P x P
PA x ... P x
P P

| | | |
=
| |

\ \

2 n ...
n 1
1 2
2 n 1 2 n
2 n
1 ...
... 1
1 1 2 n
2 n
P
x P ...P
PA ...
+ + +

+ +

=

1 1
2 n
2 n
1 1
1 2 n
2 n
P
x P P
PA ...
+

=

( )
n 1 2 n 1 2
n
1
1
1 1 2 n 1 2 n
x P P ...P PA ...
+ +

(
( =
(

( )
1 2 n
1 2 n
1
1 2 n
1
1 2 n
PA ...
x
P P ...P
+

+

= .

( )
1 2 n
1
1
1 2 n
1
1 2 n
x PA ...
P P P

+

| | | | | |
=
| | |
\ \ \

Lp lun tng t cho i 2, 3, ..., n, = chng ta c:
( )
1 i n
1
1
1 i n
i
1 i n
x PA ... ... .
p P P

+

| | | | | |
=
| | |
\ \ \

Nh vy chng ta xc nh c cc mc u vo ti u (iu
kin dnh cho bn c t kim nghim).
3.3. Xc nh cc t hp cc u vo vi chi ph ti thiu
Xt hm sn xut Q = Q(a, b) biu th mc sn phm u ra khi s
dng hai dng nguyn liu d tr u vo cc mc a v b. Gi C = aP
a

+ bP
b
l hm chi ph phi b ra, vi P
a
v P
b
l gi thnh mi n v d
tr u vo.
Bi ton t ra l cn cc tiu ha hm chi ph C = aP
a
+ bP
b
vi rng
buc Q(a, b) = Q
0
(tc l cn sn xut ng mt lng sn phm nht
nh mc Q
0
).
Xt iu kin cn: Thit lp hm Lagrange
Z = aP
a
+ bP
b
+ (Q
0
Q(a, b))
vi l nhn t Lagrange. Cn c:
Z

= Q
0
Q(a, b) = 0
Z
a
= P
a
Q
a
= 0
a b
a b
P P
Q Q
= =
Z
b
= P
b
Q
b
= 0.
(t s ca cc gi u vo chia cho hm sn xut bin theo cc u vo l
nh nhau).
Vy
b
a
b
a
Q
Q
P
P
= (v phi khng k du l t s thay th k thut bin
ca a i vi b (MRTS
ab
) cng chnh l dc khng k du ca ng
ng mc sn xut, cn v tri l dc hay h s gc khng k du ca
ng ng chi ph).
Do , v mt hnh hc, mc t hp cc nguyn liu d tr u vo
( a , b ) ti u, tc l lm cho hm chi ph t cc tiu c xc nh nh
trn hnh IV.7.

Tht vy, xt ng chi ph C = aP
a
+ bP
b
mc C
0
no . Biu th
b qua a ta c
0 a
b b
C P
b a
P P
= l ng thng ng chi ph vi h s gc
a
b
P
P
. Cn tnh tin ng ng chi ph ti v tr tip tuyn ca ng
ng mc sn xut Q = Q
0
xc nh t hp u vo ti u ( a , b ) .
Xt iu kin : Xt du ca nh thc Hess bao
a b a b
a aa ab a aa ab
b ba bb b ab bb
Z Z Z 0 Q Q
H Z Z Z Q Q Q J 0
Z Z Z Q Q Q

= = = <

2 2
aa b ab a b bb a
H (Q Q 2Q Q Q Q Q ) = + < 0, > 0.
Lc ny c th tnh c
2
2
d b
da
(vi b l hm n ca a trn ng
Q(a,b) = Q
o
) nh sau:
ng ng mc
sn xut Q(a, b) = Q
0

ng ng chi ph
C = aP
a
+ bP
b
= C
0

a
O
b
a
b
E
Hnh IV.7

2
2
d b
da
) Q Q Q Q Q 2 Q Q (
Q
1
2
a bb b a ab
2
b aa
3
b
+
=
( chng minh cng thc ny, xem li mc 1.3, v d 12).
Gi s rng Q
b
> 0 th du ca
2
2
d b
da
l dng, nn ng ng mc
sn xut lm xung.
Xt ng m rng mc sn lng (expansion path) l ng to
nn t cc im (a, b) khi mc sn xut u ra thay i tng dn t Q
0

sang Q
1
ri sang Q
2
. Trn hnh IV.8, ng m rng sn xut c to
nn t cc im E, E, E...

Xt trng hp hm sn xut c dng CobbDouglas Q = Q(a, b)
Aa b

= ( , 0 > v khng nht thit tng + phi bng 1). Cn tm
t hp ti u u vo (a, b) sao cho C t Min vi Q = Q
0
.
Theo iu kin phn tch trn, ta c:
const
P
P
a
b
a
b
Q
Q
P
P
b
a
b
a
b
a
=
= = .
Q
0

Q
2

b
a
Q
1

O
E
E
E
Hnh IV.8
Vy trong trng hp ny ng m rng l ng thng
a
P
P
b
b
a
= .
Xt trng hp hm sn xut dng H = h[Q(a, b)], trong h l hm
ng tn khuych i vi iu kin 0 ) Q ( h > . Xt ng ng mc
H = H
0
. Lc , dc ca ng ng mc ny l:
a a a
b b b
H h (Q)Q Q
H h (Q)Q Q
= =
.
dc ny cng chnh l dc ca ng ng mc ca Q(a, b).
Nh vy, nu Q c dng Cobb Douglas v hm sn xut c dng
ng tn khuych i H = h[Q(a, b)] th ng m rng mc sn lng
l qu tch cc im (a, b) sao cho C = aP
a
+ bP
b
Min vi iu kin
H(a, b) = const vn l ng thng c phng trnh nh bit
a
P
P
b
b
a
= . Trong trng hp ny, mc sn lng H

0
c tng hay gim
hon ton khng nh hng n t s
a
b
. Vy ta c
( )
2
0 0 0
b / a
1 b a
0 a b 0
H H H
a
| |
= =
|

\

0 0
0 0
aH bH
0 0
a / H b / H
a / H b / H

= = .
Do , khi H
0
tng 1% th a, b u tng nh nhau do cc h s co
gin
0 0
aH bH
, lun bng nhau.
H s co gin thay th
H s co gin gia
b
a
v
a
b
P
P
c gi l h s co gin thay th v
c tnh theo cng thc:

a b
a b
a b
a b
d(b / a)
d(b / a)
d(P / P )
b / a
d(P / P )
b / a
P / P
P / P
= =
Nu hm sn xut c dng Cobb Douglas Q Aa b

= th theo cc
phn tch trn chng ta c
a
b
P b
a P
. Phng trnh ny c dng y = mx,

dy/dx = y/x = m. Vy = 1. iu ny c ngha rng khi
a
b
P
P
tng 1% th
b
a
cng tng 1% (bn c nn t phn tch thm v kt qu ny).
3.4. Hm sn xut dng CES
(H s co gin thay th khng i Constant Elasticity of Substitution)
Hm CES l hm sn xut c h s co gin thay th khng i,
khng nht thit bng 1, c xc nh bi biu thc sau y:
( )
(1/ )
Q A K 1 L

(
= +

.
Trong :
A > 0 (h s cng ngh), 0 < < 1, 1 < 0.
c gi l tham s phn phi (ging nh tham s trong hm
Cobb Douglas).
c gi l tham s thay th (gia cc u vo).
Tnh cht ca hm CES
C th chng minh rng hm CES l hm ng cp bc mt (hm
hiu sut khng i) nn n tha mn nh l Euler.
Cc ng ng mc sinh ra bi CES c dc m. Tht vy, ta c:
1
L
1 Q
Q
L
A
+
| |
=
|
\
> 0 v
1
K
Q
Q
K
A
+
| |
=
|
\
> 0 nn
L
K
Q dK
dL Q
= < 0
(Bn c hy t kim nghim iu ny).
Nu 0 th khi c =
Q
Q K
v 1
Q
Q L
K L
l cc t l
phn chia tng i (relative distributive share) tng gi tr sn phm
u ra, do:
K L
K Q L Q
1
Q Q

+ = hay KQ
K
+ LQ
L
= Q.
chnh l l do gi l tham s phn phi.

Trn ng Q = Q
0
, K l hm n ca L, v 0
Q
Q
dL
dK
K
L
< = . Ngoi ra
c th chng t rng
2
2
dL
K d
> 0. Do ng ng mc sn xut c dng
lm xung (xem hnh IV.9).
T cc biu thc tnh Q
K
v Q
L
, d thy:
QK
Q/ Q Q/ K
K/ K Q/ K

= =
Q
K
A
| |
=
|
\

v
\
|
=
L
Q
A
1
QL
.
Q(K,L) = Q
0

K
O
L
Hnh IV.9

Mun tm t hp u vo ti u ) L , K ( sao cho C = P
K
K +P
L
L nh
nht vi rng buc Q(K, L) = Q
0
= const, cn phi c:
K
L
K
L
Q
Q
P
P
=
1
L
K
P 1 K
P L
+
| |
=
|
\

1
1
1
1
L
K
P K
L 1 P
+
+
| | | |
=
| |
\
\

+
|
|
\
|
=
1
1
K
L
P
P
c
L
K
.
Tm co gin thay th ca K/ L theo
L K
P / P :
L K
L K
L K L K
d(K/ L)
d(K/ L)
d(P / P )
K/ L
d(P / P )
K/ L
P / P P / P
= =

1
L
K

1
L
K
P 1
c
1 P 1
1
P
c
P
+
| |
|
+
\
= =
+
| |
|
\
.
Kt lun. = 1/(1 + ) = const. y cng l l do gi l tham s
thay th (gia cc u vo) v tn ca hm sn xut l CES (h s co
gin thay th khng i) l hp l.
Ta thy:
Vi 1 < < 0 >1
K
L
gin nhanh (tng trng mnh) hn
L
K
P
P
.
Nu = 0 = 1
K
L
gin u nh
L
K
P
P
.
Cn nu > 0 0 < <1
K
L
gin chm hn
L
K
P
P
.
Cu hi 1: Nu = 0 th = 1 nh phn tch trn y. Tuy nhin
iu ny ch c ngha mang tnh cht gii hn, tc l khi 0 hm
CES s tr thnh hm Cobb Douglas.
Tht vy, ta cn chng minh

=
1
0
L AK LimQ .
Trc ht logarit ha t s Q/A, chng ta c:
( ) [ ]

+ =
1
L 1 K ln
A
Q
ln =
( ) [ ]

L 1 K ln
.
p dng quy tc LHopital tm gii hn s nhn c:
( )
0 0
ln K 1 L
Q
Lim ln Lim
A

( (
+
| |
(
=
|
(
\
(

( )
0
ln K 1 L
Lim
1

(
+

=
( ) L ln L ) 1 ( K ln K
L ) 1 ( K
1
Lim
0

+

= L ln ) 1 ( K ln + .
Vy ( )
0
Lim lnQ/ A
= ( )
) 1 (
L K ln

hay

=
1
0
L AK LimQ l iu cn
chng minh.
Cu hi 2: Xt hm sn xut CES, hy tm Q Lim
1
v phn tch
ngha kinh t.

D thy khi 1 th co gin thay th =
1
1+

. Vy ngay
c khi
L
K
P
P
tng 0,00001% th
K
L
cng tng rt nhiu ln ( + ln) nn
K v L khng th thay th cho nhau.

Cu hi 3: Xt hm sn xut dng Q =A
r /
K (1 )L

(
+

.
Hy chng minh rng tu theo gi tr ca r > 0, hm sn xut Q

c th c
hiu sut tng hay gim.
Bi tp Chng IV
Bi 1. Cho bit cc hm chi ph ton phn v hm cu ca mt hng sn
xut l:
C =
1
3
Q
3
7Q
2
+ 111Q + 50, Q = 100 P.
a) Hy biu din tng doanh thu R v tng li nhun qua Q.
b) Tm mc sn phm Q lm tng li nhun ln nht.
Bi 2.
a) Tnh gi tr ca lng tin u t ban u / vn gc l 2000 USD
sau 5 nm, bit li sut r = 8% trong cc trng hp: Li gp hnh thnh
ri rc theo nm, na nm, qu v hnh thnh lin tc.
b) Gi li sut thc t khi tnh li gp l li sut tng ng m ngn
hng phi tr theo nm. Chng hn, li sut thc t khi li gp hnh thnh ri
rc theo na nm vi r = 8% l: r
e
= (1 + r/2)
2
1 = (1 + 4%)
2
1 = 8.16%.
Hy kim tra li cc kt qu thu c cu a) bng cch s dng li sut
thc t r
e
.
Bi 3. Gi s rng dn s tng trng tun theo hm H = H
0
2
bt
v tiu
dng quc dn tng trng tun theo hm C = C
0
e
at
. Hy tm tc tng
trng dn s, tc tng trng tiu dng quc dn v tc tng
trng tiu dng theo u ngi.
Bi 4. Mt hng sn xut hai loi hng ha vi cc hm cu v hm chi
ph sau y:
Q
1
= 40 2P
1
P
2
, Q
2
= 35 P
1
P
2
, C = Q
1
2
+ 2Q
2
2
+ 10.
a) Hy tm cc mc u ra tha mn iu kin cn c li nhun
cc i.
b) Hy kim nghim iu kin v cho bit bi ton c cc i ton
cc duy nht hay khng?
c) Cho bit mc li nhun cc i m hng c th t c l bao nhiu?
Bi 5. Mt hng sn xut mt mt hng c quyn c bn trn 3 th
trng phn bit gi c. Cho bit cc ng gi c trn ba th trng l
P
1
= 63 4Q
1
, P
2
= 105 5Q
2
, P
3
= 73 6Q
3
, cn hm chi ph sn xut l

C = 20 + 15Q + Q
2
, vi Q = Q
1
+ Q
2
+ Q
3
.
a) Hy xc nh cc h s co gin im
di
ca cu ti cc th trng
i = 1, 2, 3. Th trng no c h s co gin im ca cu l thp nht?
b) Hy xc nh cc mc gi cn bng P
1
, P
2
v P
3
hng t li
nhun cc i.
Bi 6. Xt v d 12. Nu thi gian sn xut l t qu, i l li sut tr theo
qu, th li nhun hng sn xut t c l:
t
0
P Q(a, b)(1 i)
= +
0 0
a b
(aP bP ) + . Hy thc hin phn tch so snh tnh nh gi
khuynh hng bin ng ca a v b khi P
0
thay i.
Bi 7. Cn cc i ha hm tha dng ca ngi tiu dng c dng
U = (x + 2)(y + 1) vi iu kin rng buc v ngn qu: xP
x
+ yP
y
= B.
a) Hy vit hm Lagrange cho bi ton ti u trn.
b) Biu th cc mc cn bng x , y v theo P
x
, P
y
v B.
c) Hy kim nghim iu kin t mc tha dng cc i.
d) Hy tin hnh phn tch so snh tnh xc nh
x
B
,
y
B
,
x
x
P
,
x
y
P
,
y
x
P
v
y
y
P
. Cho bit c mt hng no trong hai mt hng l loi


hng th cp?
e) Tm x , y v khi P
x
= 4, P
y
= 6 v B = 130.
Bi 8. Xt hm sn xut vi hiu sut khng i Q = f(K, L). Hy chng
t rng:
a) Nu MPP
K
= 0 th APP
L
= MPP
L
.
b) Nu MPP
L
= 0 th APP
K
= MPP
K
.
Bi 9. Cho Q c dng Cobb Douglas: Q = Q(a, b) Aa b

= vi , 0 >
v khng nht thit tng + phi bng 1. Xt hm sn xut c dng
ng tn khuych i H = h[Q(a, b)]. Hy kim nghim rng:
a) dc ca cc ng ng mc H = H
0
ti (a, b) khng thay i
nu chn H = Q
2
(trng hp 2) thay cho H = e
Q
(trng hp 1).
b) Trong c hai trng hp trn ng m rng mc sn lng l
ng thng c phng trnh nh bit a
P
P
b
b
a
= .
Bi 10. Xt hm sn xut dng Q =A
r /
K (1 )L

(
+

. Hy
chng minh rng tu theo gi tr ca r > 0, hm sn xut Q

c th c hiu
sut tng hay gim.

Chng V
PHN TCH CN BNG NG
1. Khi nim phn tch cn bng ng
1.1. Mt s nh ngha
Cc bin kinh t thng nhn cc gi tr khc nhau ty vo thi
im c th c xem xt. Chng hn, gi c ca mt mt hng no
c tnh bin ng theo thi gian, tc l gi c l mt hm ca thi gian:
P = P(t). Thut ng kinh t ng (economic dynamics) dng ch
lnh vc phn tch kinh t m trong mc tiu l tm ra v nghin cu
cc qu o thi gian (time path) ca cc bin kinh t, nhm xc nh
xem cc bin c hi t n mt mc gi tr (cn bng) nht nh khng
sau mt khong thi gian di (thng c k hiu l t + ). Trn
hnh V.1, ta thy
t
limP(t) P
= v qu o thi gian ca gi c tim cn

dn ti mc gi cn bng P . Trong vic phn tch kinh t ng, mc
gi tr cn bng ca bin kinh t khng nht thit c coi l lun t
ti c, m ch c th t ti c vi mt s iu kin nht nh.
Phn tch cn bng ng l mt lnh vc quan trng ca phn tch kinh
t ng nhm tm ra cc iu kin .
Mt cch tng qut hn, c th nghin cu s hi t ca qu o thi
gian ca bin kinh t ti mt qu o cn bng, chng hn qu o thi
gian x(t) ca bin kinh t x tim cn dn ti mt qu o cn bng x*(t)
c tnh ti u theo mt ngha no . Trong khun kh ca gio trnh ny
chng ta s ch cp ti trng hp khi x*(t) x = const. Lc ny ta
ni x l mc cn bng lin thi (cn bng theo thi gian intertemporal
equilibrium) c tnh dng (stationary) ca bin kinh t c xem xt.
Nu vi mt s iu kin nht nh x(t) hi t ti x th ta ni x l mc
cn bng lin thi n nh ng (dynamically stable) v c tnh dng,
hay x(t) c tnh n nh ng.

Trong phn tch cn bng ng, yu t thi gian hay thi im l rt
quan trng. Chnh v vy, cc bin kinh t c phn chia lm hai loi:
Bin lin tc l hm s ph thuc vo t bin thin mt cch lin tc.
Bin ri rc l hm s ph thuc vo t bin thin mt cch ri rc
t = t
0
, t
1
, t
2
, ...
Trn hnh V.1, bin gi c P(t) ca mt n v hng ha l bin lin
tc, ti mi thi im t, gi mt n v hng l P(t). Sau mt thi gian
di, gi P(t) s n nh ti mc gi cn bng P . Cn ch rng, trong
trng hp ang xt qu o thi gian P(t) (cn c gi l ng bin
ng gi c) c tnh dao ng xung quanh mc gi cn bng P . Trong
mt s trng hp khc, ng bin ng gi c c th khng c tnh
dao ng m tim cn ti P t di ln hoc t trn xung.
thc hin phn tch cn bng ng c th s dng cc cng c
ca ton hc nh: php tnh tch phn, phng trnh vi phn, phng
trnh sai phn ...
1.2. Mt s ng dng ca php tnh tch phn v phng trnh vi phn
V d 1. Bi ton tng trng dn s.
Xt phng trnh vi phn:
1/ 2
dH dH 1
t
dt dt t
= = , trong H = H(t)
l dn s ti thi im t. Gii phng trnh vi phn trn:
dt
dH
t
=

P(t)
O
t
Hnh V.1
P
H(t) 2 t c = + , vi c = H(0) l dn s ti thi im t = 0. Vy H(t) =
2 t + H(0). Cho H(0) = 100 th ( ) H t 2 t 100 = + . Phng trnh
( ) H t 2 t 100 = + xc nh qu o thi gian ca bin dn s H(t).
V d 2. Bi ton tm hm chi ph bit chi ph bin.
Tm hm chi ph ton phn C = C(Q) ph thuc vo mc sn phm
u ra, cho bit hm chi ph bin MC = C
/
(Q) = 2e
0,2Q
v chi ph c nh
FC = 90. Ta c:
0,2Q 0,2Q 0,2Q
dC
2e dC 2e dQ dC 2e dQ
dQ
= = =

0,2Q
C 10e k = + .
Vi FC = C(0) = 90 th k = C(0) 10e
0
= 80, nn C(Q) = 10e
0,2Q
+ 80.
V d 3. Bi ton tm hm tit kim bit khuynh hng tit kim bin.
Cho bit khuynh hng tit kim bin MSP (marginal propensity to
save) ph thuc vo mc thu nhp: MSP = dS/dY = 0,3 0,1Y
0,5
, vi Y
l thu nhp v S = S(Y) l hm tit kim. Ngoi ra cho bit iu kin ban
u S = 0 khi Y = 81. Lc chng ta s c:
dS = (0,3 0,1Y
0,5
)dY
S(Y) =
( )
0,5
0, 3 0,1Y dY
= 0,3Y 0,2Y
0,5
+ c.
T iu kin S(81) = 0 suy ra c = 22,5. Vy S(Y) = 0,3Y 0,2Y
0,5
22,5.
V d 4. Bi ton u t v hnh thnh vn.
Xt hm tch tr vn: K = K(t) (y l khi nim tch tr stock
concept) v hm I = I(t), cng u t thun (y l khi nim dng
flow concept). Chng hn, nu sau 2 nm (24 thng) vn tch tr l 2,4 triu
USD th ta vit K(24) = 2,4. Gi s cng u t l 100000 USD / thng,
th dng u t c cng I(t) = 100000 USD = const.
Vn tch tr K v cng u t I c mi quan h cho bi phng
trnh vi phn:
dK
I(t)
dt
= . V tri l tc bin thin ca vn tch tr, cn

v phi l cng u t. Bit hm I(t), c th tm c K(t) theo cng
thc (xem hnh V.2):
dK I(t)dt =

K = K(t) + c.

Chng hn cho I(t) = 3 t . Gi K(0) l vn tch tr c ti t = 0 th
K(t) = I(t)dt
= 2t
2 / 3
+ c, trong c = K(0). Do
3/ 2
K(t) 2t = + K(0).
p dng tch phn xc nh c th tm c lng vn tch ly trong
khong thi gian [a, b] l
b
b
a
a
I(t)dt K(t) K(b) K(a) = =
. Nu cho
I(t) = 100000 USD / thng = const th vn tch tr sau 3 thng l:
K =
3 3
0 0
I(t)dt 100000dt =

= 300000 USD.
V d 5. Tm gi tr hin ti ca mt dng tin.
Trc ht cn nhc li mt s cng thc quy i v gi tr hin ti
hc trong chng IV. Gi V(t) l gi tr s c c ti thi im t trong
tng lai. Nu quy i cn c li hnh thnh ri rc th gi tr hin ti ca
V(t) l V
0
= V(t)(1 + i)
t
vi i l li sut ngn hng / chu k thi gian.
Cn nu quy i cn c li hnh thnh lin tc th V
0
= V(t)e
rt

vi

r l li
sut cho mt chu k thi gian.
I = I(t)
I
O
t
t
0
0
0
I(t)dt K(t ) K(0) =

t
0
Hnh V.2
Chng hn, nu sau 8 nm ta s nhn c mt khon tin u t l
V(8) = 100000 USD, hy tm gi tr u t ti thi im hin ti V(0)
tng ng vi gi tr trn cho cc trng hp sau:
Li hnh thnh ri rc vi li sut mt nm l 5%.
Li hnh thnh lin tc vi li sut mt nm l 5%.
Trong trng hp th nht ta c V(0) = 100000 (1 + 5%)
-8
=
67683.9362 USD. Cn trong trng hp th hai V(0) = 100000e
0,058
=
67032.0046 USD.
Gi s R(t) l hm cng doanh thu gy nn dng doanh thu. Lc
doanh thu tch ly trong khong thi gian b [t, t + t] s c coi
l bng R(t)t. Quy gi tr ny v thi im hin ti ta c R(t)te
rt
,
vi r l li sut ngn hng hay cng chnh l t sut khu hao. Bi vy,
gi tr hin ti ca ton b doanh thu tch ly c cho ti thi im y
trong tng lai s l: V
0
=
y
rt
0
R(t)e dt
. iu ny c th c gii thch
da trn nh ngha tch phn xc nh:
y
rt
0
R(t)e dt

i
n
rt
i i
i 1
R(t )e t
.
Trong biu thc trn, du gn ng cng chnh xc khi cc khong
t
i
(c coi l bng nhau vi mi i = 1, 2, ..., n) cng b v s n cc
khong [t
i
, t
i
+ t
i
] c chia ra t khong [0, y] ngy cng ln.
c bit, gi tr hin ti ca mt dng tin (dng doanh thu) ko di
trong y nm vi cng khng i D USD / nm khi bit t sut khu
hao / nm l r s l:
V
0
=
y
rt ry
0
D
De dt (1 e )
r

=

Vi D = 3000 USD l cng doanh thu, y = 2, r = 6%, ta c:
V
0
=
0,12
3000
(1 e )
0, 06
= 5655 USD.

Ch . Xt trng hp dng doanh thu ko di mi mi (lin quan
n bt ng sn, t ai ...). Gi s cng doanh thu l R(t) = D =
const. Lc , tng gi tr doanh thu to nn s l:
rt
0
0
V De dt
=

=
D
r
.
2. M hnh tng trng Domar
2.1. Pht biu m hnh
y l mt m hnh phn tch kinh t c in nhm tm ra cc dng
qu o thi gian ca cc bin kinh t sao cho iu kin cn bng ca
nn kinh t c tha mn.
Trc ht, chng ta c mt s nhn xt sau y:
Gi I(t) l cng u t ca dng u t. Vic thay i cng
u t I(t) s c tc ng n tng cu cng nh kh nng sn xut
ca nn kinh t.
Vic thay i cng u t I(t) nh hng ti tng cu thng
qua phng trnh
dY 1 dI
dt s dt
= , (5.1)
trong : dI/dt l tc bin i ca cng u t, Y l tng thu nhp
hay chnh l tng cu, s l khuynh hng tit kim bin (c coi l
khng i).
S tng trng cng u t cng nh hng n sn xut nh
trong phn tch sau. cho n gin chng ta xt phng trnh
K
= ,
vi l kh nng sn xut hay tim nng u ra (dng sn phm u ra
c quy v n v tin t), K l vn tch tr, l t l kh nng / vn
hay kh nng s dng vn. Lc , = K nn d = dK. Chia c hai v
cho dt ta c:
d dK
I
dt dt
= = , (5.2)
do tc thay i ca vn tch tr K chnh bng cng u t I(t).
Xt phng trnh cn bng: thu nhp quc dn phi va bng kh
nng sn xut:
Y = . (5.3)
Cu hi t ra l qu o thi gian ca I(t) phi c dng nh th no
tha mn c phng trnh cn bng trn ti mi thi im t. T
(5.1), (5.2) v (5.3), chng ta c:
dY 1 dI dY d dK
, I
dt s dt dt dt dt
= = = =
1 dI
I
s dt
=
dI
sdt
I
=

ln I st c = +
st
I I(0)e
= vi I(0)=

e
c
.
2.2. Tm ng cn bng bn cho m hnh tng trng Domar
Xt h s tin ch:
t
Y(t)
u Lim
(t)
=
(u = 1 c ngha l s dng ht tim nng sn sut).

Gi s cng u t I(t) c tc tng trng l r, lc ta c:
( )
( )
( ) ( )
( )
rt
rt
t t t
Y t I t / s rI 0 e / s
u Lim Lim Lim
t I(t)
I 0 e

= = =

=
r
s
,
do:
rt
dY 1 dI r
I(0)e
dt s dt s
= = v
rt
d
I(t) I(0)e
dt
= = . (5.4)
Vy
r
u
s
=
. Do :
u = 1 r s =
u > 1 r s >
u < 1 r s < .

Nu r > s th
dY/ dt
d / dt
=
r
s
> 1 nn tc thay i ca Y nhanh
hn tc thay i ca . iu ny dn ti tnh trng thiu d kh nng
sn xut so vi tng cu ( < Y). Cn nu r < s th s xut hin tnh
trng thng d kh nng sn xut so vi tng cu ( > Y).
Cn ch rng, c th suy lun sai nh sau:
Gi s r > s kh nng sn xut thp hn so vi tng cu
thng xut hin khuynh hng tng cng u t I(t) = I(0)e
rt

r tng t s r/s tng ln dn ti tnh trng thiu d kh
nng sn xut so vi tng cu ( < Y) khng t c iu kin cn
bng Y = .
Suy lun ng trong trng hp r > s tc l kh nng sn xut thp
hn so vi tng cu l: cn c cc chnh sch iu tit thch hp lm
gim cng u t r cng nh tng cng vic chi tiu tit kim (tng
s) v tng cng kh nng s dng vn (tng ).
Trong trng hp r < s, bn c c th t tm ra cc chnh sch lin
quan thch hp. Tm li, bng cc chnh sch iu tit thch hp, cn duy
tr c ng cn bng bn Razor: r s = .
3. Phn tch cn bng ng i vi gi c th trng
3.1. B sung v phng trnh vi phn tuyn tnh cp mt
Phng trnh vi phn tuyn tnh cp mt c dng sau:
y + u(t)y = w(t). (5.5)
Trong phng trnh trn, cc hm u(t) v w(t) l cc hm s bit,
cn y = y(t) l hm cn tm phng trnh c tha mn.
Trng hp phng trnh vi phn tuyn tnh cp mt vi h s hng
y + ay = b. (5.6)
Cc bc gii phng trnh (5.6) nh sau:
Xt phng trnh thun nht tng ng
y + ay = 0, (5.7)

dy
ay
dt
=
dy
adt
y
=

lny = -at + c y
c
= Ae
at

hay
y
c
= y(0)e
at
(y
c
c gi l hm b complementary function).
Tm c nghim ring (cn gi l tch phn ring particular
intergal) ca (5.6) y
p
= b/a nu a 0, cn nu a = 0 th nghim ring l
y
p
= bt.
Nghim tng qut ca (5.6) c dng:
y = y
p
+ y
c
.
Tm li, cng thc tm nghim tng qut ca (5.6) l:
Vi a 0 th y
c
= Ae
at
, y
p
= b/a nn y = Ae
at
+ b/a hay
y = [ y(0) b/a ]e
at
+ b/a.
Vi a = 0 th y
c
= A, y
p
= bt nn y = A + bt = y(0) + bt.
V d 6. Bn c c th t gii mt s v d sau n tp cc cng
thc trn:
a) Phng trnh dy/dt + 2y = 6 vi y(0) = 10 c nghim y = 7e
2t
+ 3.
b) Phng trnh dy/dt + 4y = 0 vi y(0) = 1 c nghim y = e
4t
.
c) Phng trnh dy/dt = 2 vi y(0) = 5 c nghim y = 5 + 2t.
3.2. Pht biu m hnh cn bng ng
Xt m hnh kinh t th trng vi m vi mt mt hng cho bi h
phng trnh sau:
Q
d
= P (vi , > 0)
Q
s
= + P (vi , > 0).

Cho Q
d
= Q
s
s tm c mc gi cn bng:
P
+
=
+
.
(Xem hnh V.3)

Khi P(0) P = , th trng trng thi cn bng, do khng cn
phn tch tip gi c th trng. Khi P(0) P , chng ta cn tip tc
phn tch bit sau mt thi gian nht nh th trng c c iu
chnh t ti trng thi cn bng hay khng.
nghin cu vn ny, cn xc lp c qu o thi gian ca
gi c (c th hiu y l th ca hm gi c P(t)). Do gi c ca mt
hng lun c iu chnh t l thun vi thng d ca cu so vi cung,
chng ta c mi quan h sau:
( )
d s
dP
j Q Q
dt
= (vi j l hng s dng)
P = j( P + P) P + j( + )P = j( + ).
y l phng trnh vi phn tuyn tnh cp mt vi h s hng. Theo
cng thc bit trn, nghim tng qut c dng:
P = P
p
+ P
c
hay ( )
( ) j t
P P 0 e P
+
| | +
= +
|
+
\

Q
P
Q
ng cu

O
P
ng cung
Hnh V.3
y, mc gi cn bng chnh l P
p
= P
+
=
+
(xem hnh V.4).

3.3. Kho st tnh n nh ng ca mc gi cn bng
P c gi l mc cn bng lin thi (intertemporal equilibrium) ca
gi c. Mc cn bng ny c gi l n nh ng (dynamically stable)
do P(t) hi t ti P khi t . Ngoi ra, do P
p
= P = const, mc cn
bng lin thi c gi l mc cn bng dng (stationary equilibrium).
P(0) P c gi l sai s ban u, P(t) P l sai s gia P(t) v P
ti thi im t.
Chng ta cng c th xt m hnh th trng vi mt vi gi thit
khc, chng hn m hnh sau:
Q
d
= + P (vi , > 0)
Q
s
= + P (vi , > 0).
Lp lun tng t nh bit, chng ta c
( ) j t
P P(0) e P

| | +
= +
|

\

P = ( + )/( ) l mc cn bng dng theo thi gian ca gi
c c tnh n nh ng, chng ta cn c iu kin ( ) > 0. iu ny
P(0)
P(t): khi P(0) P
Hnh V.4

c ngha rng, tuy hai ng cung v cu u c dc dng, nhng
ng cung bt buc phi dc hn ng cu (xem hnh V.5).

Chng ta tip tc xt m hnh th trng vi mt mt hng cho bi h
phng trnh sau:
d
s
dP
Q P
dt
Q P
, , , 0.
= +
= +
>

Gi s tc bin thin ca gi c t l thun vi thng d ca cu so
vi cung, vn t ra l: Hy thc hin phn tch cn bng ng v tm
qu o thi gian P(t) v cho bit mc gi cn bng lin thi cng nh
cho bit cc gi tr no ca tham s m bo mc gi cn bng ny c
tnh n nh ng? Bn c quan tm hy t phn tch v d ny.
4. M hnh tng trng Solow
4.1. B sung thm v phng trnh vi phn cp mt
Phng trnh bin s tch
Phng trnh bin s tch c dng
f(y)dy + g(t)dt = 0. (5.8)
Q
P
Q
ng cu
O
P
ng cung
Hnh V.5
P
2
P
1

Chuyn v s hng th hai v ly tch phn hai v, ta c:

= dt ) t ( g dy ) y ( f .
Cng thc ny cho ta biu thc nghim ca phng trnh bin s tch.
V d 7. 3y
2
dy tdt = 0
2
3y dy tdt =

3 2
y t / 2 c = +
( )
1/ 3
2
y t / 2 c = + .
Phng trnh vi phn tuyn tnh cp mt vi h s bin thin
y + u(t)y = w(t)
Trong phng trnh trn, cc hm u(t) v w(t) l cc hm s bit,
cn y = y(t) l hm cn tm phng trnh c tha mn. Cng thc
tm nghim tng qut ca phng trnh trn nh sau:
u(t)dt u(t)dt
y y(t) e A w(t)e dt
(
= = +

.
V d 8. Xt phng trnh vi phn tuyn tnh cp mt vi iu kin
ban u.
( )
2 2
dy
t y 5t
dt
y 0 6
+ =

Theo cng thc tm nghim ta c
( )
2 2
t dt 2 t dt
y y t e A 5t e dt

(
= = +
(

3 3
t / 3 2 t / 3
e A 5t e dt
(
= +
(

3
3 3
t / 3 t / 3
t
e A 5 e dt
3
(
= + (
(

3 3
t / 3 t / 3
e A 5e
(
= +
(

.
Vy
3
t / 3
y 5 Ae
= + . Do y(0) = 6 nn A = 1. Cui cng ta c

nghim
3
t / 3
y 5 e
= + .

Phng trnh Bernoulli
Phng trnh Bernoulli c dng
m
Ty Ry
dt
dy
= + , (5.9)
vi R = R(t), T = T(t).
Chng ta ch xt cc trng hp: 1 m , 0 m , v khi m = 0 hay
m = 1 th (5.9) tr thnh phng trnh vi phn tuyn tnh cp mt. Chia
c hai v cho y
m
, ta c:
T Ry
dt
dy
y
m 1 m
= +

.
t
m 1
y z

= th c
dt
dy
y ) m 1 (
dt
dz
m
= . Thay vo phng trnh trn
ta c:
T ) m 1 ( Rz ) m 1 (
dt
dz
T Rz
dt
dz
m 1
1
= + = +

y l phng trnh vi phn tuyn tnh cp mt i vi z. Do tm
c z = z(t). T c [ ]
) m 1 /( 1
) t ( z y

= l nghim ca (5.9).
V d 9. Xt phng trnh Bernoulli
3
y y
t
1
dt
dy
= + . Bn c c th t
tm c nghim ca phng trnh theo phng php ni trn:
2 / 1 2
) t 2 At ( y

+ = .
Phng trnh vi phn y
Phng trnh vi phn cp mt sau y:
Mdy + Ndt = 0, (5.10)
vi M = M(y, t) v N = N(y, t), c gi l phng trnh vi phn y
nu tn ti hm F(y, t) sao cho:
( )
( )
F
M y, t
y
F
N y, t
t

=

(5.11)
Lc , t (5.10) v (5.11) suy ra
F F
dy dt 0
y y

+ =

( ) dF y, t 0 = .
Vy ( ) F y, t c = .
Do
2 2
F F
t y y t

=

nn
M N
t y

=

. C th chng minh iu ngc li
cng ng. Vy phng trnh (5.10) l phng trnh vi phn y khi
v ch khi iu kin sau c tha mn:
M N
t y

=

. (5.12)
Cch gii phng trnh vi phn y
T
F
M(y, t)
y
ta c F(y, t) M(y, t)dy (t) = +
. Ly o hm hai
v theo t, s thu c
( )
F
M(y, t)dy (t) N(y, t)
t t

= + =

. T y, c
th tm ra (t), do tm c F(y, t). Nghim cn tm s l F(y, t) = c.
V d 10. Hy gii phng trnh sau:
2ytdy + y
2
dt = 0
Trc ht cn kim tra iu kin (5.12):
M N
2y
t y

= =

. Do iu
kin c tha mn nn tn ti hm F(y, t) sao cho:
2
F
2yt
y
F
y
t

=


Do
2
F(y, t) 2ytdy (t) y t (t) = + = +
.
Mt khc:
( )
2 2 2
F
y y (t) y t 0
t
= + = =

( )
2
1 1
c F y, t y t c . = = +
Vy nghim ca phng trnh vi phn y cho l
F(y, t) = c
2
y
2
t + c
1
= c
2
y
2
t = c
3
y = ct
1/2
.
V d 11. Xt phng trnh vi phn cp mt: 2tdy + ydt = 0.
C th kim tra c rng y cha phi l phng trnh vi phn y
. a v dng y cn nhn vo cc h s mt tha s tch phn
thch hp bng y c:
tydy + y
2
dt = 0.
Phng trnh ny l phng trnh vi phn y v iu kin (5.12)
c tha mn:
M N
2y
dt dy

= = .
Gii phng trnh vi phn y trn ging nh trong v d 1, ta c:
y = ct
1/2
.
Ch . V iu kin mt phng trnh vi phn c th a c v
dng y v cch tm tha s tch phn thch hp, cc bn c quan tm
cn xem thm trong cc ti liu tham kho.
4.2. Tip cn nh tnh th gii phng trnh vi phn phi tuyn
cp mt
Trong nhiu trng hp, cc phng trnh vi phn cp mt khng
gii c mt cch tng minh. Tuy nhin, vi mc ch kho st s
bin i ca y = y(t) khi t bin thin, chng ta tm cch gii cc phng
trnh nh vy bng phng php tip cn nh tnh c s dng v th.
Xt phng trnh vi phn ) y ( f
dt
dy
= .
V d 12. Xt phng trnh vi phn:
y = 3y
2

+
= + = =

) c t ( 3
1
y c t y
3
1
dt
y 3
dy
1
2
.
Tuy nhin, vi phng trnh vi phn: y = (lny)
1/2
th s khng c th
tm c cng thc nghim mt cch tng minh.
Mt cch tng qut, chng ta tm cch phn tch nh tnh nghim
ca phng trnh ) y ( f
dt
dy
= thng qua vic s dng biu pha / ng
pha (phase diagram/ phase line).

phn tch tnh cht ca qu o thi gian y = y(t), chng ta v cc
im (y, f(y)) cng chnh l cc im (y, dy/dt) nh trn hnh V.6a. Ch
rng, cc im nm pha trn ca trc Oy u c f(y) = dy/dt > 0, v
vy khi t tng th y tng. Cc mi tn ch chiu bin thin ca y khi t
tng, nn c chiu chch t tri sang phi. i vi cc im (y, f(y)) nm
pha di trc Oy, bng lp lun tng t, ta thy cc mi tn s chch t
phi sang tri. Nh vy, c th hiu ng pha th f(y) c cc mi tn
ch chiu bin thin ca y khi t tng. Tng t c th phn tch cc ng
pha V.6b v V.6c.
y
a
y
b
y
b
y
a
th f(y) c mi tn ng pha

f(y)
y

(b)
(a)
(c)
Hnh V.6
O

Mt mc cn bng lin thi ca y ch c th xy ra ti cc im y
trn trc Oy sao cho dy/dt = 0. Gi s y
a
, y
b
l cc nghim ca phng
trnh: dy/dt = f(y) = 0 th r rng dy/dt = 0. Do , y
a
v y
b
c th l cc
mc cn bng lin thi ca qu o thi gian y = y(t).
Tng ng vi cc ng pha trn hnh V.6, chng ta c cc kiu
qu o thi gian y = y(t) nh sau:
ng pha V.6a tng ng vi qu o thi gian cho trn hnh V.7a.

y
a
l mc cn bng lin thi khng n nh ng: tng ng vi
dc ca ng pha l hu hn dng ti im y
a
(im ct ca ng
pha vi trc y).
ng pha V.6b tng ng vi qu o thi gian cho trn hnh
V.7b.

Hnh V.7a
t
y
y
a
Hnh V.7b
t
y
y
b
y
b
l mc cn bng lin thi n nh ng: tng ng vi dc ca
ng pha l hu hn m ti im y
b
(im ct ca ng pha vi trc
y).
ng pha V.6c tng ng vi qu o thi gian cho trn hnh V.7c.

y
c
v y
d
khng phi l cc mc cn bng lin thi: tng ng vi
dc ca ng pha l ti cc im y
c
v

y
d
(im ct ca ng
pha vi trc y). Lc ny qu o thi gian y = y(t) c tnh dao ng
theo chu k vi cc mc cao nht v thp nht l y
d
v y
c
.
V d 13. Xt phng trnh vi phn b ay
dt
dy
= + . y l phng
trnh tuyn tnh cp mt h s hng. Vy b ay ) y ( f
dt
dy
+ = = .
R rng rng, th V.7b xy ra khi v ch khi dc ca ng pha
l a < 0 hay a > 0. Theo cng thc nghim ca phng trnh vi phn ta
c:
a
b
e
a
b
) 0 ( y ) t ( y y
at
+
(
= =

.
Xt qu o theo thi gian y = y(t) th y(t) s dn st ti v b/a do
e
at
1 khi t ln (do a > 0).
Hnh V.7c
y
d
y
c
t

y


4.3. Pht biu m hnh tng trng Solow
Trong m hnh Domar c gi thit sau: = K tc l tim nng sn
xut t l theo hng s i vi vn K. Nu ng nht vi Q (mc sn
xut u ra) th Q = K . iu ny c coi l hp l khi K (vn) v lao
ng (L) lun c s dng theo mt t l c nh v do K c coi l
i din cho c vn v lao ng. Trong trng hp cc u vo (K, L)
khng lun tun theo mt t l c nh th phng trnh Q = K khng
phi l m hnh hp l.
khc phc nhc im ny, chng ta xem xt hm sn xut ph
thuc c vo K v L: Q = f(K, L), vi gi thit y l hm ng cp bc
mt v do c tnh cht hiu sut c nh, tc l f(kK, kL) = kf(K, L).
Vy ta c
K
Q Lf , 1 Lf (k, 1) L (k)
L
| |
= = =
|
\
vi
K
k
L
= . Theo kt
qu t chng IV, mc 3.1 th: f
K
= MPP
K
= (k) nn
KK
1
f (k) (k)
K L
= =
. Do gi thit f
KK
< 0 nn cng c (k) < 0.
Trong m hnh tng trng Solow, ta cng gi thit rng: k = K/L l
bin thin. Ngoi ra, chng ta cng gi thit cc iu kin sau y c
tho mn:

dK
K
dt
= = sQ, tc l mt t l c nh ca Q c s dng cho ti

u t vi s l h s th hin khuynh hng tit kim bin (s c coi l
hng s dng, s < 1). Du c s dng k hiu o hm theo
thi gian.
= =
dt
dL
L
1
L
L
, vi c coi l hng s dng. Gi thit ny l
tng ng vi hm (tng trng) lao ng c dng
t
e ) 0 ( L L

= (vi
chnh l tc tng trng ca lao ng).
T cc gi thit trn c th rt ra phng trnh vi phn sau:
k ) k ( s k =
.
Tht vy, ta c K sQ sL (k)
= = . Mt khc, K = kL nn khi ly o
hm theo t c hai v s c K Lk k L Lk k L.

= + = + Chuyn biu thc
kL t v phi sang v tri, sau chia c hai v cho L, ta c:

= = k k ) k ( s k k
L
K
.
4.4. Phn tch nh tnh trn biu pha
s dng biu pha phn tch nh tnh ng k = k(t), chng ta
v ng y = k v ng y = s(k) trong cng h to (xem hnh V.8).

Sau v biu pha ca
k = s(k) k (xem hnh V.9).

y

k

y = s(k)
k
y = k

O

Hnh V.8
k
k
k
O
Hnh V.9

Trn hnh V.9, do dc ca biu pha ti k l hu hn m nn k
chnh l mc cn bng lin thi c tnh dng v n nh ng. Qu o
thi gian ca k = k(t), v vy, c dng nh trn hnh V.10.

Phn tch tnh n nh vng ca nghim k = k(t)
T cc phn tch trn v m hnh tng trng Solow c th rt ra mt
s kt lun sau:
T s k
L
K
k
t
=

.
V tc tng trng ca L l (do gi thit L / L
= ) v t l K/L
= k = const khi cho thi gian ln, nn tc tng trng ca K cng
l ti t (khi t s K/L n nh mc k = const). Cc trng thi
nh vy, m trong cc bin kinh t c tc tng trng nh nhau,
c gi l trng thi vng. iu ny lun c m bo trong m hnh
Solow.
Ngoi ra, xt phng trnh Q = L(k). Ti t = +, do k k nn
c th coi (k) = const. Do , chng ta c:
= = =

L
L
Q
Q
) k ( L Q
tc tng trng ca Q cng xp x khi t kh ln
Hnh V.10
t
k
O
k
cc bin kinh t K, L, Q u c tc tng trng khi t ln
khi t ln m hnh kinh t Solow tin n trng thi vng.
4.5. Phn tch nh lng
phn tch nh lng m hnh Solow, chng ta xt hm sn xut
dng Cobb Douglas
1
Q K L

= , vi 0 < < 1. Lc :
= Lk Q vi k = K/L.
Trong trng hp ny cng c
= k ) k ( nn m hnh Solow c
m t bi phng trnh vi phn:
k sk k =

= + sk k k .
y l phng trnh vi phn Bernoulli. Gii phng trnh trn
(bn c quan tm c th t mnh kim tra) s nhn c nghim
+
(
=

s
e
s
) 0 ( k k
t ) 1 ( 1 1

s
khi t
k
) 1 /( 1
s

|
\
|
khi t .
iu ny c ngha l t l vn / lao ng tin ti mt mc cn bng
vng, vi gi tr tnh c ph thuc vo h s (khuynh hng) tit
kim bin v tc tng trng ca lao ng kho st c trong
m hnh Solow.
5. M hnh th trng vi k vng gi c d bo trc
5.1. B sung v phng trnh vi phn tuyn tnh cp hai vi h s hng
Xt phng trnh vi phn tuyn tnh cp hai:
b ) t ( y a ) t ( y a ) t ( y
2 1
= + + vi cc h s a
1
, a
2
, b l cc hng s.
Cng thc nghim tng qut ca phng trnh trn c cu trc
nghim: y = y
c
+ y
p
, trong y
p
l nghim ring, cn y
c
l nghim b
(nghim tng qut ca phng trnh thun nht tng ng).

Cch tm y
p

Trng hp 1: a
2 0
d thy y
p
=
2
a / b .
Trng hp 2: a
2
= 0 v a
1
0 b ) t ( y a ) t ( y
1
= + y
p
=
1
a / bt .
Trng hp 3: a
1
= a
2
= 0 2 / bt y b ) t ( y
2
p
= = .
Cch tm y
c

y
c
l nghim ca phng trnh :
0 ) t ( y a ) t ( y a ) t ( y
2 1
= + + . (5.13)
Gi s nghim b c dng y
c
=
t
e
. Vy
t
e y

= v
t 2
e y

= .
Thay vo (5.13) ta c:
t 2 2
1 2 1 2
e ( a a ) 0 a a 0
+ + = + + = . (5.14)
Phng trnh (5.14) c gi l phng trnh c trng ca (5.13).
Trng hp 1: 0 a 4 a
2
2
1
> = . (5.14) c hai nghim thc phn
bit
1
,
2
. Lc ny tm c hai nghim b ring ca (5.13) l:
t 2
c
t 1
c
2 1
e y , e y

= = .
Vy nghim b tng qut ca (5.13) c dng:
t
2
t
1
2
c 2
1
c 1 c
2 1
e A e A y A y A y

+ = + = .
Trng hp 2: 0 = , phng trnh c trng c nghim kp .
Lc ny nghim b tng qut ca (5.13) c dng:
y
c
= (A
3
+ tA
4
)e
t
.
Trng hp 3: 0 < , phng trnh c trng c hai nghim phc:
ui h
2 , 1
= , vi h, u l cc s thc, h = - a
1
/2 , u = 2 / , cn 1 - i =
l n v o.
Lc nghim b tng qut ca (5.13) c dng:
y
c
= e
ht
[A
5
cos(ut) + A
6
sin(ut)].
V d 14. Xt phng trnh vi phn cp hai:
34 ) t ( y 17 ) t ( y 2 ) t ( y = + + .
Nghim ring l y
p
= 34/17 = 2.
Gii phng trnh c trng:
2
+ 2 + 17 = 0.
Ta c = 64 64 = = 8
1,2
= i 4 1 . Vy nghim b
tng qut ca phng trnh cho l:
y
c
= e
t
[A
5
cos4t + A
6
sin4t].
Xt trng hp 3, khi bit thc ca phng trnh c trng mang
du m. kho st qu o thi gian ca y
c
= e
ht
[A
5
cos(ut) + A
6
sin(ut)],
trc ht cn xt s bin thin ca biu thc g(t) = A
5
cos(ut) + A
6
sin(ut).
R rng rng, th ca hm g(t) l mt ng hnh sin, c tnh dao
ng tun hon (xem hnh V.11).

kho st qu o thi gian ca y
c
= e
ht
[A
5
cos(ut) + A
6
sin(ut)], cn
xt ba trng hp sau v du ca h:
Trng hp 3a: h = 0. Lc ny y
c
= A
5
cos(ut) + A
6
sin(ut). Qu o
thi gian ca y = y(t) = y
c
+ y
p
cng c dng dao ng u (uniform
fluctuation) nh trn hnh V.12a.
Hnh V.11
A
5
cos(ut) + A
6
sin(ut)
max

min

t
O

Trng hp 3b: h < 0. Qu o thi gian ca y = y(t) = y
c
+ y
p

cng c dng dao ng tt dn (damped fluctuation) c tnh n nh ng
nh trn hnh V.12b.

Trng hp 3c: h > 0. Qu o thi gian ca y = y(t) = y
c
+ y
p

cng c dng dao ng khuych i (explosive fluctuation) khng c tnh
n nh ng nh trn hnh V.12c.

Hnh V.12a
y(t)

max

min

y
p
t

O

A
5
cos(ut) + A
6
sin(ut)

y
p

y(t)

Hnh V.12b
O t

5.2. Pht biu m hnh
Trong m hnh ny, cc lng cu v cung Q
d
v Q
s
khng ch ph
thuc vo gi c P ca hng ha m cn ph thuc vo cc khuynh
hng bin ng ca gi c, tc l vo P v P. Chng hn nu ti thi
im t no P(t) > 0 th ta ni gi c P c khuynh hng tng ln, cn
nu ngoi ra P(t) < 0 th c th kt lun tc tng gi c P s c
khuynh hng chm (gim) i. Chng ta xt m hnh sau:
( )
d
Q D P(t), P(t), P (t) =
( )
s
Q S P(t), P (t), P (t) =
Q
d
= Q
s
.
Trong trng hp ring khi cc hm Q
d
v Q
s
l cc hm ph thuc
tuyn tnh vo P, P v P, chng ta c:
d
Q P mP nP ( , 0) = + + > vi
s
Q P uP wP ( , 0) = + + + > vi (5.15)
Q
d
= Q
s
.
Chng ta c th phn tch ngha ca cc h s , , , nh
bit. Cc h s m, n, u v w cng c nhng ngha nht nh. Chng hn,
nu m > 0 th iu ny c ngha l: P tng s ko theo Q
d
tng. V vy
ngi mua (bn cu) lc ny c khuynh hng mua nhiu hng hn trong
khi gi c P cn cha qu cao. H s n s cho bit v hnh vi ca ngi
y
p

y(t)

Hnh V.12c
O
t

mua ph thuc vo tc thay i ca dP/dt (tc l vo vic P tng /
gim nhanh hay chm i). Tng t, cc h s u v w s cho php phn
tch v kha cnh ngi bn (bn cung).
5.3. Xc nh ng bin ng gi
(Tm qu o thi gian P(t))
T h phng trnh (5.15), chng ta d dng nhn c phng trnh
vi phn cp hai:
'
(n w)P (m u)P ( )P 0 + + + + = .
Gi s w = u = 0 v n 0, lc ta c:
m
P P P 0
n n n
+ +
+ + = (5.16)
Chng ta cn tr li cc cu hi sau y:
Tm qu o thi gian ca gi c theo cng thc P(t) = P
c
+ P
p
v kho
st tnh n nh ng ca mc gi cn bng lin thi:
t
lim P(t)
+
= P
p
?
Sau p dng cc tnh ton v phn tch nu trn cho mt m hnh c th
d
S
Q 42 4P 4P P
Q 6 8P.
=
= +

Trong phng trnh
m
P P P 0
n n n
+ +
+ + = , ta t:
1
m
a
n
= ,
2
a
n
+
= , b
n
+
= .
Lc nghim tng qut ca (5.16) c cu trc nh sau:
P = P
c
+ P
p
,
Trong P
c
l nghim b (chnh l nghim tng qut ca phng trnh
thun tng ng) cn P
p
l mt nghim ring. Ta c:
p
2
b
P
a
+
= =
+
.
Chng ta i tm P
c
l nghim tng qut ca phng trnh:
m
P P P 0
n n
+
+ = .
Xt phng trnh c trng:
2
m
0
n n
+
+ = , (5.17)
v bit thc ca n:
2
m
4
n n
+ | |
= +
|
\
.
Trng hp 1:
2
m
0 4
n n
+ | |
> >
|
\
. Lc ny (5.17) c hai
nghim thc phn bit l
1 2
, . Do :
1 2
t t
c 1 2
P A e A e

= + P = P
c
+ P
p

1 2
t t
1 2
P A e A e .

+
= + +
+

phn tch tnh n nh ng theo thi gian ca gi c P, chng ta
xt
t
limP(t)
. D thy nu
1 2
, < 0 th:
t
lim P(t) P
+
+
= =
+
nn P l
n nh ng (xem hnh V.13).

t
P

Hnh V.13

Trng hp 2:
2
m
0 4
n n
+ | | | |
= =
| |
\ \
.
Phng trnh (5.17) c nghim kp nn
t
c 3 4
P (A tA )e
= + ko theo:
t
3 4
P (A tA )e
+
= + +
+
.
P n nh ng khi v ch khi < 0.
Trng hp 3: 0. < Lc ny
1 2
m
, i h vi
n
= = , trong
i = 1 l n v o. Ta c:
ht
c 5 6
P (A cos vt A sin vt)e = + v
ht
c p 5 6
P P P e (A cos vt A sin vt)
+
= + = + +
+
.
Trng hp 3a:
m
h 0
n
= < . D thy
t
lim P(t) P
+
= =
+
nn P(t)
dao ng tt dn v gi cn bng P l n nh ng theo thi gian.
Trng hp 3b: h = 0. Lc ny P(t) dao ng xung quanh P (hnh V.14).

Trng hp 3c:
m
h 0.
n
= > Lc ny
t
lim P(t)
+
khng tn ti nn gi
cn bng P khng n nh ng theo thi gian (xem hnh V.15)
Hnh V.14
t P


V d 15. Xt m hnh th trng sau y:
d
s
d s
Q 42 4P 4P' 4P''
Q 6 8P
Q Q .
= +
= +

Lc ta cn xt phng trnh vi phn: P'' 4P' 4P 48 0 + = . Gi s
bit iu kin ban u: P(0) = 6 v P(0) = 4. D dng tm c
nghim ring:
p
P P 4 = = .
i tm nghim b, chng ta xt phng trnh c trng:
2
4 12 0 = . Phng trnh ny c hai nghim:
1
= 6 v
2
= 2 P
c
= A
1
e
6t
+ A
2
e
2t

P = 4 + A
1
e
6t
+ A
2
e
2t
P = 6A
1
e
6t
2A
2
e
2t
.
T iu kin ban u cho ta c:
1 2
1 2
P(0) 4 A A 6
P (0) 6A 2A 4
= + + =
= =

1
2
A 1
A 1.
=

Vy P(t) = P
p
+ P
c
= 4 +
6t
e +
2t
e
. Do
t
lim P(t)
+
khng tn ti nn
P = 4 khng th t ti c, v vy gi cn bng P khng n nh ng.
Hnh V.15
t P


V d 16. Xt m hnh th trng:

d
S
d s
Q 40 2P 2P P
Q 5 3P
Q Q .
=
= +

T h trn ta c phng trnh vi phn: P 2P 5P 45 + + = . D thy
nghim ring l:
p
45
P P 9
5
= = = . tm nghim b cn xt phng trnh
c trng:
2
1 2
2 5 0 , 1 2i + + = = .
Do :
t
c 5 6
P e (A cos 2t A sin 2t)
= +

t
5 6
P P(t) 9 e (A cos 2t A sin 2t)
= = + + .
Mt khc:
t t
5 6 5 6
P e (A cos 2t A sin 2t) e ( 2A sin 2t 2A cos 2t).

= + + +
Cho iu kin ban u l: P(0) = 12 v P
(0) = 1. tm A
5
v A
6
,
cn xt h:
9 + A
5
= 12
A
5
+ 2A
6
= 1.
Vy A
5
= 3 v A
6
= 2 nn
t
P P(t) 9 e (3cos 2t 2sin 2t)
= = + +

P 9 =
t
Hnh V.16
Ch . Xt trng hp cn bng cung cu ca th trng khng lun
tho mn ti mi thi im, tc l khi iu kin Q
d
= Q
s
khng bt buc
phi tha mn. Gi s gi c bin ng tun theo quy lut:
d s
dP
9(Q Q )
dt
= (tc l khi Q
d
> Q
s
th gi c khuynh hng tng, cn
nu Q
d
< Q
s
th gi c khuyng hng gim). Lc ny, chng ta vn c th
phn tch c m hnh p dng vic gii phng trnh vi phn tuyn
tnh cp hai h s hng.
6. M hnh kinh t v m v lm pht v tht nghip
6.1. Pht biu m hnh
Xt mi quan h Phillips:
w f (U) = , (5.18)
vi iu kin f (U) 0 < , trong U l mc tht nghip (unemployment)
v w l mc tng trng ca lng (wage): w W/ W
= .
Ngoi ra, gi s:
p = w T, (5.19)
trong p P/ P
= l mc tng trng v gi (lm pht) v T l hiu sut lao

ng (coi l bin ngoi sinh). D thy p > 0 khi w > T, tc l nu tc tng
trng ca tin lng nhanh hn hiu sut lao ng th s c lm pht v
gi. Nu gi s mi quan h: w U = vi , > 0, tc l tc tng
trng ca tin lng t l nghch vi mc tht nghip, th ta c:
p T U = . (5.20)
Xt mi quan h Phillips c b sung gi tr k vng:
w f (U) h = + (vi 0 < h 1),
trong l tc lm pht d bo (k vng tc lm pht). Lc ny
thay vo (5.19) s c:

p T U h = + (vi 0 < h 1). (5.21)
Ngoi ra, chng ta cng gi s rng:
d
j(p )
dt
= (vi 0 < j 1), (5.22)

iu ny c ngha l: Nu tc lm pht v gi hin ti l ln hn
tc lm pht d bo (tc l p > ) th tc lm pht d bo c xu
hng tng thm, tc l d / dp > 0. Ngc li, nu > p th tc lm
pht d bo c xu hng gim i, tc l d / dp < 0.
K hiu
M
m
M
= vi M l lng tin cn bng danh ngha (ph thuc

chnh sch tin t ca nh nc), ta c th gi s rng:
dU
k(m p)
dt
= (vi k > 0).
H thc ny c ngha l, chng hn, nu m > p th dU/dt < 0 nn U c
khuynh hng gim. C th nhn thy m p =M/ M P/ P

= r
M
r
P
= r
(M/P)

chnh l tc tng trng gi tr thc ca tin t.
Vy m hnh tng tc gia lm pht v tht nghip c pht biu
di dng h phng trnh vi phn sau y:
p T U h = + (vi 0 < h 1)
d
j(p )
dt
= (vi 0 < j 1)
dU
k(m p)
dt
= (vi k > 0).
6.2. Kho st ng bin ng lm pht, gi c v tht nghip
Thay (5.21) vo (5.22) chng ta nhn c:
d
j( T U h ) j( T U) j(h 1)
dt
= + = + . (5.23)
Ly o hm hai v ca (5.23) theo t s nhn c:
2
2
d dU d d
j j(1 h) j k(m p) j(1 h)
dt dt dt dt

= = . (5.24)
T (5.22) ta c:
1 d
p
j dt
= + . (5.25)
Thay (5.25) vo (5.24) s nhn c:
2
2
d 1 d d
j km j k j(1 h)
dt j dt dt
(
= +
(

,
hay:
[ ]
2
2
d d
k j(1 h) j k j km
dt dt

+ + + = . (5.26)
Phng trnh vi phn tuyn tnh cp hai h s hng c cu trc
nghim:
c p
= + vi nghim ring:
p
2
b j km
m
a j k
= = =
. tm
nghim b, chng ta i xt phng trnh c trng tng ng:
2
1 2
a a 0 + + = , (5.27)
(trong a
1
= k + j(1 h) > 0, a
2
= jk >0).
Trng hp 1: > 0. Lc ny phng trnh (5.27) c hai nghim:
2
1 1 2
1 2
a a 4a
, 0
2

= <
1 2
t t
1 2
t
(t) (A e A e ) m m

= + + .
Trng hp 2: = 0. Lc ny do (5.27) c nghim kp < 0 nn
t
1 2
t
(A tA )e m m
= + + .
Do , chng ta c kt lun tng t nh trong trng hp 1.
Trng hp 3: < 0. Lc ny phng trnh (5.27) c hai nghim phc:
2 1
1 2 1 2
a i
, a 4a h vi
2 2
= = (vi h < 0).

ht
5 6
t
e (A cos vt A sin vt) m m
= + + .
Nh vy, trong c 3 trng hp trn, (t) u cng hi t ti m v m
l mc cn bng n nh ng theo thi gian ca (t). Tuy nhin kiu
thay i (pattern of change) ca hm d bo lm pht (t) trong cc
trng hp trn l khc nhau.
V d 17. Xt m hnh tng tc gia lm pht v tht nghip:
1
p 3U
6
= +
d 3
(p )
dt 4
=
dU 1
(m p)
dt 2
= .
Chng ta c th tm c qu o thi gian ca cc mc lm pht
(t), gi c p(t) v tht nghip U(t) nh sau: Trc ht cn gii phng
trnh (5.26) vi cc tham s c th cho trong v d tm ng (t).
T , da vo iu kin (5.22):
1 d
p
j dt
= + tm ng gi c p(t).
Cui cng, s dng h thc:
1
p 3U
6
= + tm ng lm pht theo
cng thc:
1
p
6
U(t)
3
+
= .
Vic tnh ton c th s cho ta cc biu thc sau y:
3t / 4
5 6
3 3
(t) e A cos t A sin t m
4 4
| |
= + +
|
\
,
3t / 4
6 5
3 3
p(t) e A cos t A sin t m
4 4
| |
= +
|
\
,
3t / 4
5 6 5 6
1 3 3 1
U(t) e (A A ) cos t (A A ) sin t
3 4 4 18
| |
= + + +
|
\
.
Nhn xt. Cc ng (t) v p(t) c tnh dao ng tt dn v hi t v
m. V vy m, mc tng trng v tin t cn bng danh ngha, li chnh l
mc cn bng ca lm pht gi v ca d bo lm pht gi. Trong khi
ng U(t) cng c tnh dao ng tt dn nhng hi t v mc
1/18 = 5,56%. y l t l vng v lm pht, m bo cho m hnh
tng tc gia lm pht v tht nghip c hiu qu trong thc t.
Vn gi, lng, tin, hiu sut lao ng cng nh vn vic lm,
nh c xem xt v phn tch trong m hnh trn y, l cc vn
quan trng lun cn gii quyt tt tm kinh t v m. Tt cc cc kt
lun rt ra t m hnh trn y ch c ngha tng i mt khi cc tham
s ca m hnh cng nh cc mi quan h gia cc bin c iu tit
bi cc chnh sch kinh t thch hp.
Bi tp Chng V
Bi 1. Tm hm doanh thu ton phn (hy t xc nh iu kin ban u
thch hp) bit hm doanh thu bin:
a) R(Q) = 28Q e
0,3Q
,
b) R(Q) = 10(1 + Q)
2
.
Bi 2. Gi s rng cng u t c cho bi I(t) = 12t
1/3
v vn ti
thi im ban u l K(0) = 25.
a) Tm qu o thi gian ca vn tch tr K.
b) Hy tm lng vn tch ly c trong khong thi gian [1, 3].
Bi 3. Xt dng thu nhp vi cng khng i 1000 USD / nm.
a) Hy xc nh gi tr hin ti ca dng thu nhp trn vi thi gian
ko di trong hai nm v t sut khu hao (lin tc) l 5% / nm, vi thi
gian ko di trong ba nm v t sut khu hao (lin tc) l 4% / nm.

b) Hy xc nh gi tr hin ti ca dng thu nhp trn vi thi gian
ko di v hn trong hai trng hp trn.
Bi 4. Xt m hnh tng trng Domar vi khuynh hng tit kim bin
s = 0,2 v kh nng s dng vn = 0,6.
a) Hy cho bit qu o thi gian ca cng u t cn thit
tha mn c iu kin cn bng: thu nhp quc dn lun bng kh
nng sn xut ti mi thi im t.
b) Gi s rng tc tng trng r ca cng u t hin ti l
15%. khng xy ra tnh trng kh nng sn xut thng d cng nh
thiu d so vi tng cu cn a ra cc chnh sch iu tit nh th no
i vi r, s v .
Bi 5. Xt m hnh th trng vi mt mt hng cho bi h phng trnh sau:
d
s
dP
Q P
dt
Q P
, , , 0.
= +
= +
>

a) Gi s tc bin thin ca gi c t l thun vi thng d ca cu
so vi cung. Hy tm qu o thi gian P(t).
b) Cho bit mc gi cn bng theo thi gian cng nh cho bit gi tr
no ca tham s m bo mc gi cn bng ny c tnh n nh ng?
Bi 6. Xt m hnh tng trng Solow.
a) Cc bin u vo ca m hnh l K v L, trong khi phng
trnh c bn m t m hnh l k ) k ( s k =
li nhn mnh n t s k =
K/L. Hy cho bit gi thit no ca m hnh dn ti iu ny?
b) Hy chng t rng tc tng trng ca t s vn trn lao ng
K/L ph thuc vo vn K, lng lao ng L, khuynh hng tit kim
bin s v tc tng trng ca lng lao ng.
c) Cu hi b) c gii quyt nh th no nu hm sn xut c dng
Cobb Douglas
1
Q K L

= , vi 0 < < 1.
Bi 7. Xt m hnh tng trng Solow vi hm sn xut c dng
Q = T(t)f(K, L), trong f(K, L) l hm ng cp bc mt. Cho bit hm
khuych i T(t) c tc tng trng l , cn lng lao ng L c tc
tng trng l . Hy xc nh tc tng trng ca Q khi m hnh
t ti trng thi vng.
Bi 8. Xt m hnh th trng c k vng gi d bo khi cc hm Q
d
v
Q
s
l cc hm ph thuc tuyn tnh vo P, P v P nh sau:
d
Q 9 P P 3P = + +
s
Q 1 4P P 5P = + +
Q
d
= Q
s
.
Cho bit P(0) = 4 v P(0) = 4.
a) Tm ng bin ng gi.
b) Xc nh mc gi cn bng P v cho bit n c n nh ng
hay khng?
Bi 9. Xt m hnh trn vi gi thit cn bng cung cu ca th trng
khng lun tho mn ti mi thi im, tc l khi iu kin Q
d
= Q
s

khng bt buc phi tha mn. Gi s gi c bin ng tun theo quy
lut:
d s
dP
9(Q Q )
dt
= , hy xc nh ng bin ng gi.
Bi 10. Xt m hnh tng tc gia lm pht v tht nghip:
1
p 3U
6
= +
d 3
(p )
dt 4
=
dU 1
(m p)
dt 2
= .

a) Hy kim tra li cc kt qu sau v phng trnh cc ng qu
o theo thi gian:
3t / 4
5 6
3 3
(t) e A cos t A sin t m
4 4
| |
= + +
|
\
,
3t / 4
6 5
3 3
p(t) e A cos t A sin t m
4 4
| |
= +
|
\
,
3t / 4
5 6 5 6
1 3 3 1
U(t) e (A A ) cos t (A A ) sin t
3 4 4 18
| |
= + + +
|
\
.
b) Hy gii m hnh trong trng hp iu kin u tin ca h c
thay bi : p 1/ 6 3U / 3. = +

Chng VI
P DNG PHNG TRNH SAI PHN TRONG
PHN TCH CN BNG NG
1. Mt s dng phng trnh sai phn
1.1. Khi nim v phng trnh sai phn
V d 1. Xt bin kinh t y = y(t) ph thuc vo bin c lp t (c th
coi t l bin thi gian chng hn) vi biu thc c th sau: y(t) =
y(0)e
0,02t
.

th ca hm y = y(t) c cho trn hnh VI.1. Trong v d ny, ta
gi s t nhn cc gi tr lin tc.
Trong nhiu bi ton pht sinh t thc t, mt cch hp l hn, t c
gi s l ch nhn cc gi tr ri rc t{0, 1, 2, ...}. Vy c th vit mi
quan h ph thuc gia y v t nh sau: y
t
= y(t), t{0, 1, 2, ...}, trong
y
t
l gi tr ca bin y ti thi im t.
t t 1 t
y y y
+
= c gi l sai
phn cp mt ca y. Chng ta s i xy dng khi nim phng trnh sai
phn. y l mt khi nim c ng dng rng ri trong kinh t, iu
khin hc, cng ngh k thut.
V d 2. Xt mt vi phng trnh sai phn sau:
a)
t
y 2 = ( t = 1, 2, )
t t 1
y 2 y

= + .
Hnh VI.1
y(t)
y(0)
y
t O

Ta c: y
1
= 2 + y
0
, y
2
= 2 + y
1
= 4 + y
0
, Tm li, t iu kin
t
y 2 = chng ta tm c hm: y
t
= 2t + y
0

, t = 1, 2, th ca
y
t
c cho trn hnh VI.2.

b) Cho
t t
y 0,1y = . Ta c y
t+1
= y
t
+ (0,1)y
t
= 0,9y
t
. Do :
y
1
= 0,9y
0,
y
2
= (0,9)
2
y
0,
... Vy y
t
= (0,9)
t
y
0
, t = 1, 2, th ca y
t

c cho trn hnh VI.3.

1.2. Phng trnh sai phn tuyn tnh cp mt
Phng trnh sai phn tuyn tnh cp mt vi h s hng c dng sau:
t 1 t
y ay c
+
+ = , (6.1)
y
0

y
2

y
1

t
y
y
2

2
y
1

1
O
Hnh VI.2

y
0

y
2

t
y
y = (0,9)
t
y
2
y
1

1
O
Hnh VI.3

3 4
trong a, c l cc hng s, y
t
v y
t+1
l cc gi tr ca y ti cc thi im
t v t+1. Cn tm biu thc ca y
t
ph thuc vo t, a v c.
C th chng minh c rng: tng t nh i vi phng trnh vi
phn tuyn tnh cp mt, nghim ca phng trnh (6.1) c cu trc dng:
c p
y y y = + ,
trong y
p
l nghim ring ca (6.1) cn y
c
l nghim b ca (6.1), tc l
nghim tng qut ca phng trnh sai phn thun nht tng ng:
t 1 t
y ay 0.
+
+ = (6.2)
Trc ht chng ta i tm y
p
.
Trng hp 1: a 1. Cho y
p
= k = const, ta c: k + ak = c nn
k = c/(1 + a).
Trng hp 2: a = 1. Tm y
p
di dng: y
t
= kt, ta c: k(t + 1) kt = c
nn k = c. Vy:
y
p
= ct .
Sau y chng ta i tm y
c
di dng y
t
= Ab
t
. Thay y
t+1
= Ab
t+1
,
y
t
= Ab
t
vo (6.2) c:
Ab
t+1
+ aAb
t
= 0 b = a y
t
= A(a)
t
.
Vy nghim ca (6.1) c dng y
t
= y
c
+ y
p
c vit tng minh hn
nh sau: nu a 1 th
t
t
c
y A( a)
1 a
= +
+
, (6.3)
cn nu a = 1 th:
y
t
= A + ct. (6.4)
R rng rng, nghim ca phng trnh sai phn cp mt ph thuc
vo tham s A vi gi tr c th ca A c th tm c nu cho iu kin
ban u: y
0
= y(0).
Xt (6.3), khi a 1:
0 0
c c
y A A y
1 a 1 a
= + =
+ +


t
t 0
c c
y y ( a)
1 a 1 a
| |
= +
|
+ +
\
.
Xt (6.4), khi a = 1: y
0
= A y
t
= y
0
+ ct.
V d 3. Gii cc phng trnh sai phn tuyn tnh cp mt sau:
a) y
t
= 2 y
t +1

y
t
= 2 y
t
= y
0
+ 2t.
b) y
t
= 0,1y
t
y
t+1
= 0,9y
t
y
t
= y
0
(0,9)
t
.
1.3. Phng trnh sai phn tuyn tnh cp hai
Phng trnh sai phn tuyn tnh cp hai h s hng c dng sau:
y
t+2
+

a
1
y
t+1
+ a
2
y
t
= c, (6.5)
trong a
1
, a
2
v c l cc hng s. Cn tm cch biu din y
t
qua t, a
1
, a
2
v c.
Phng trnh sai phn tuyn tnh cp hai (6.5) cng c cu trc nghim
tng t nh phng trnh vi phn tuyn tnh cp hai vi h s hng:
y = y
c
+ y
p
,
vi y
p
l nghim ring, y
c
l nghim b hay chnh l nghim tng qut
ca phng trnh thun nht tng ng: y
t+2
+

a
1
y
t+1
+ a
2
y
t
= 0.
Trc ht chng ta i tm nghim ring y
p
. Gi s y
p
= k = const,
thay vo (6.5) s c :
k + a
1
k +a
2
k = c
1 2
c
k
1 a a
=
+ +
vi iu kin: a
1
+ a
2
1.
Vy chng ta xt cc trng hp sau:
Trng hp 1: a
1
+ a
2
1. Lc ny
p
1 2
c
y
1 a a
=
+ +
.
Trng hp 2: a
1
+ a
2
= 1, a
1
2. Tm y
p
di dng y = kt, thay
vo (6.5) ta c:
k(t + 2) + a
1
k(t + 1) + a
2
kt = c t(k + a
1
k +

a
2
k ) + 2k + a
1
k = c

1
c
k
2 a
=
+

c
1
c
y t
2 a
=
+
.
Trng hp 3: a
1
+ a
2
= 1, a
1
= 2 (lc ny a
2
= 1). Chng ta c
phng trnh:
y
t+2
2y
t+1
+ y
t
= c. (6.6)
Tm nghim y
p
di dng y = kt
2
, thay vo (6.6) ta c:
k(t + 2)
2
2k(t + 1)
2
+ kt
2
= c 2k = c k =
c
2
.
Vy nghim ring ca (6.6) l:
2
p
c
y t
2
= .
Tm tt nghim ring ca (6.5)
a) Khi a
1
+ a
2
1, ta c
p
1 2
c
y
1 a a
=
+ +
.
b) Khi a
1
+ a
2
= 1, a
1
2, ta c
p
1
c
y t
2 a
=
+
.
c) Khi a
1
= 2, a
2
= 1, ta c
2
p
c
y t
2
= .
Sau y chng ta i tm nghim b y
c
ca (6.5). Xt phng trnh
c trng:
b
2
+ a
1
b + a
2
= 0. (6.7)
Trng hp 1: = a
1
2
4a
2
> 0. Phng trnh (6.7) c 2 nghim
thc b
1
, b
2
nn:
y
c
= A
1
b
1
t
+ A
2
b
2
t
.
Trng hp 2: = 0. Phng trnh (6.7) c nghim kp b =
1
a
2
nn:
y
c
= (A
3
+ A
4
t)b
t
.
Trng hp 3: < 0. Lc ny (6.7) c hai nghim phc:
1
1 2
a i
b , b h vi
2

= = (vi h l phn thc, v l phn o).

Do :
y
c
= R
t
(A
5
cost + A
6
sint ), vi
2 2
R h v = + v
v
sin
R
= .
V d 4. Bn c hy t gii mt s phng trnh sai phn sau y:
a) y
t+2
+ y
t+1
2y
t
= 12 y
t
= A
1
+ A
2
(2)
t
+ 4t. Nu cho iu kin
ban u: y
0
= 4 v y
1
= 5, th c y
t
= 3 + (2)
t
+ 4t.
b) y
t+2
+ 6y
t+1
+ 9y
t
= 4 y
t
= A
1
+ A
2
(2)
t
+ 4t.
c) y
t+2
+
1
4
y
t
= 5 y
t
=
t
5 6
1
A cos t A sin t 4
2 2 2
| | | |
+ +
| |
\ \
.
d) y
t+2
y
t+1
y
t
= 0, vi iu kin ban u: y
0
= 1 v y
1
= 1. Dnh
cho bn c t gii.
1.4. Kho st tnh n nh ca nghim ca cc phng trnh sai phn
tuyn tnh cp mt v cp hai
V d 5. Xt phng trnh y
t+1
+ ay
t
= c vi iu kin a 1. Ta c:
( )
t
t 0
c c
y y a
1 a 1 a
| |
= +
|
+ +
\
.
Nu a < 1 th qu o thi gian ca y = y(t) c dng nh trn hnh VI.4.

y
y
p
= y
O
1
y
2
t
2 3
y
3
y
1
a < 0

Hnh VI.4
Trn hnh VI.4, y
p
= y l mc cn bng dng n nh ng theo
thi gian.
V d 6. Xt phng trnh: y
t+2
+ a
1
y
t+1
+ a
2
y
t
= c.
Gi s a
1
+ a
2
1 v
2
1 2
a 4a 0 = < , ta c:
p
1 2
c
y
1 a a
=
+ +

v
t
t 5 6
1 2
c
y R (A cos t A sin t)
1 a a
| |
= + +
|
+ +
\

vi
1
a
h
2
= ,
2
2 1
1
v 4a a
2
= v
2 2
R h v = + =
2
a < 1,
v
sin
R
= .
Gi s a
2
< 1 th c ngay R < 1. Lc ny y
t
c tnh n nh ng vi
qu o thi gian dao ng tt dn nh c ch ra trn hnh VI.5.

Bn c quan tm c th t mnh kho st v tnh n nh ca
nghim ca phng trnh sai phn tuyn tnh cp mt v cp hai trong
cc trng hp khc.
t
y= y
c

Hnh VI.5

2. Phn tch cn bng ng trong mt s m hnh kinh t
2.1. M hnh Cobweb cn bng cung cu
Xt m hnh th trng c biu din bi h phng trnh sai phn sau:
dt st
dt t
st t 1
Q Q
Q P ( , 0)
Q P ( , 0).
= >
= + >
vi
vi
(6.8)
Trong m hnh trn chng ta gi s lng cu ca th trng ph
thuc vo gi c ti thi im hin ti, cn lng cung ph thuc vo gi
c ti thi im trc mt chu k thi gian. Ngoi ra, chng ta cng
gi s iu kin Q
dt
= Q
st
, tc l lng cung v lng cu c coi l cn
bng ti mi thi im t.
T h (6.8) c th rt ra:
t t 1
P P
+
+ =

t 1 t
P P
+
+
+ =

(6.9)
t
t 0
P P .
| || | + +
= +
| |
+ +
\ \

C th phn tch tnh n nh ng ca gi c P
t
da trn th
Cobweb (xem cc hnh VI.6a v VI.6b) nh sau:

Q
d

Q
O
P
Q
s2
=Q
d2

Q
s1
=Q
d1

Q
s

P
P
1
P
0

Hnh VI.6a
Q
d

Q
O
P
Q
s2
=Q
d2

Q
s1
=Q
d1

Q
s

P
P
1
P
0

Hnh VI.6b
Trn hnh VI.6.a ta thy ng cung dc hn ng cu, tc l >
nn kiu bin ng ca gi c P
t
l kiu dao ng khuych i (explosive
oscillation), do P l mc gi c cn bng lin thi nhng khng c
tnh n nh ng. Cn trn hnh VI.6.b ng cu dc hn ng cung,
tc l < nn kiu bin ng ca gi c P
t
l kiu dao ng tt dn
(damped oscillation), do P l mc gi c cn bng lin thi c tnh n
nh ng. Trong trng hp = , gi c P
t
l kiu dao ng u
(uniform oscillation).
2.2. M hnh th trng c hng tn kho
Trong m hnh ny, chng ta xt cc gi thit sau:
C lng cu Q
dt
v lng cung Q
st
u l cc hm tuyn tnh
khng tr ca P
t
.
Vic iu chnh gi c xy ra khng thng qua s p ng cn bng
cung cu th trng ti tng thi im, m l thng qua vic ngi bn
t gi ph thuc vo lng hng tn kho. Nu lng hng tn kho
dng (hng d ra t chu k trc) th gi c c iu chnh thp xung,
cn nu lng hng tn kho m (c hng n t chu k trc) th gi c
c iu chnh cao hn.
S iu chnh gi c do ngi bn n nh trong mi chu k t l
nghch vi lng hng tn kho cn li t chu k trc.
Vi cc gi thit trn, chng ta c h phng trnh sai phn:
dt t
st t
t 1 t st dt
dt st
Q P (
Q P (
P P (Q Q ) (
Q Q .
+
=
= +
vi , > 0)
vi , > 0)
vi > 0)

(6.10)
(6.11)
(6.12)
(6.13)

Phng trnh (6.12) c ngha l: gi hng giai on sau ph thuc
vo gi hng giai on trc c iu chnh da vo h s v lng
hng tn kho. Th phng trnh (6.10) v (6.11) vo (6.12), chng ta c:
( ) ( )
t 1 t
P 1 P
+
+ = + (


( ) ( )
t
t 0
P P 1
( + +
= + +
(
+ +

( ) ( )
t
t 0
P P P 1 P ( = + +

.
Nh vy, tnh n nh ng ca mc gi c cn bng P (ni vn tt,
s bnh n gi) s ph thuc vo biu thc b = 1 ( + ). D thy,
iu kin bnh n gi l:
1 < b = 1 ( + ) < 1.
Khi b = 0 th gi c khng c bin ng v lun gi mc cn bng P .
Ngoi ra, c th nhn thy:
0 
+
qu o thi gian P(t) l dao ng khuych
i v khng hi t.
2.3. M hnh th trng vi gi trn
Phn tch nh tnh bng biu pha
Trong cc mc trn chng ta phn tch mt s m hnh kinh t
thng qua vic gii phng trnh sai phn tuyn tnh cp mt. Tuy nhin
nhiu m hnh kinh t i hi gii cc phng trnh sai phn phi tuyn.
Trong cc trng hp c th p dng cch tip cn nh tnh phn
tch tnh n nh ng ca cc bin kinh t lin quan bng biu pha.
Nu chng ta v cc im (y
t
, y
t+1
) trn mt phng ta th ta c mt
biu pha, cc im (y
t
, y
t+1
) to thnh ng pha.
cho d hiu, chng ta hy xt phng trnh sai phn cp mt:
y
t+1
= f(y
t
).

Da vo cc hnh VI.7a, VI.7b, VI.7c v VI.7d chng ta c th phn
tch c s n nh ca cc qu o thi gian ca y
t
. Bn c hy t
gii thch cc kt qu sau:
Nu 0 < f < 1 th qu o thi gian khng dao ng v hi t (ti y).
Nu f > 1 th qu o thi gian khng dao ng v khng hi t.
y
t

f(y
t
)
y
1
=f(y
0
)
O
y
0
y
1

y
y
t+1

45
o
F
C
B
A
E
D
Hnh VI.7c
E
O
y
0

y
1
y
y
1
=f(y
0
)
y
t+1

y
t

f(y
t
)
45
o
F
C
B A
D
Hnh VI.7d
y
1
=f(y
0
)
O
y
0
y
1

y
y
t+1

f(y
t
)
45
F
C
B A
E
D
Hnh VI.7a
y
t

E
O
y
0
y
1

y
y
1
=f(y
0

y
t+1

y
t

f(
y )
45
F
C
B
A
D
Hnh VI.7b

Nu 1 < f < 0 th qu o thi gian dao ng tt dn v hi t (ti y).
Nu f < 1 th qu o thi gian dao ng khuych i v khng hi t.
Phn tch m hnh th trng vi gi trn bng biu pha
Xt m hnh Cobweb cn bng cung cu mc 2.1 v phng trnh sai
phn (6.9):
t 1 t t
P f (P ) P ( 0).
+
+
= = >

vi
Da vo hnh VI.6b, chng ta nhn thy rng ng (qu o thi
gian) gi c P
t
c tnh dao ng v n nh theo thi gian vi iu kin
< v ngc li. Ngc li, da trn hnh VI.6a, ng gi c s dao
ng khuych i khi > . Tuy nhin, mt khi gi trn
$
P c p t
(trong mi trng hp khng cho php gi P vt qu
$
P ), th ng gi
c s c tnh dao ng u, gi c P s bin ng trong khong
%
P v
$
P ,
trong
%
P l mc gi sn xc nh bi
%
P = f(
$
P ). M hnh ny c th
c tng qut ha cho trng hp hm f(P
t
) l phi tuyn (xem hnh
VI.8). Gi tr k (l honh ca giao im to bi P
t+1
= f(P
t
) v P
t+1
=
$
P ) c gi l gi tr xon (kink value).

P
0

P
t+1
= f(P
t
)
P
t+1

P
t

$
P
%
P
%
P
$
P
O P
1

P
45
o
Hnh VI.8
k
3. M hnh thu nhp quc dn vi nhn t tng tc Samuelson
3.1. Pht biu m hnh
Gi s thu nhp quc dn bao gm cc phn chi ph: dnh cho tiu
dng quc dn, cho u t v cho b my nh nc. Tiu dng quc dn
ti thi im (chu k) t ph thuc vo mc thu nhp quc dn ti thi
im (chu k) trc (t 1). Cn lng u t ti mi thi im t c
gi s l bng mt t l nht nh ca lng tng tiu dng ti thi im
ny so vi thi im trc. Nu lng tiu dng tng th lng u t
cng c gi s l tng ln. Ngoi ra, chng ta cng gi s rng chi ph
cho b my nh nc c coi l bin ngoi sinh. T cc gi thit trn,
chng ta c h phng trnh sai phn sau y:
Y
t
= C
t
+ I
t
+G
0
(6.14)
C
t
= Y
t1
(vi 0 < < 1) (6.15)
I
t
= (C
t
C
t1
) (vi > 0). (6.16)
Trong :
Y: Thu nhp quc dn,
C: Tiu dng quc dn,
I: u t (ti u t),
G
0
: Chi ph cho b my nh nc,
: Nhn t tng tc (cho ti u t),
: Khuynh hng tit kim bin.
em (6.15) thay vo (6.16) s c:
( ) ( ) ( )
t t t 1 t 1 t 2 t 1 t 2
I C C Y Y Y Y .

= = = (6.17)
Thay (6,15) v (6.17) vo (6.14) ta thu c:
t t 1 t 1 t 2 0
Y Y (Y Y ) G

= + +
( )
t t 1 t 2 0
Y 1 Y Y G .

+ + = (6.18)

3.2. Kho st tnh n nh ng ca m hnh
Trc ht chng ta i tm nghim ring ca phng trnh sai phn
(6.18) theo cng thc bit
0 0
p p
1 2
G G c
Y Y 0
1 a a 1 (1 ) 1
= = = >
+ + + +
.
tm nghim b Y
c
ca (6.18), tc l nghim tng qut ca phng
trnh thun nht tng ng, cn xt phng trnh c trng:
g(b) =
2
b (1 )b 0. + + = (6.19)
Mt cch tng qut, cc nghim ca phng trnh c trng c tm
theo cng thc:
( ) ( ) ( )
2
1,2
1 1 4
b .
2
+ +
=
Xt ba trng hp sau ty thuc vo du ca bit thc
2 2
(1 ) 4 = + .
Trng hp 1:
( )
2
4
0
1
> >
+
. Ta c
t t
c 1 1 2 2
Y A b A b = + .

Trng hp 2:
( )
2
4
0
1
= =
+
. Ta c
t
c 3 4
Y (A A t)b = + .
Trng hp 3:
( )
2
4
0
1
< <
+
. Lc ny, chng ta c:
( ) ( )
2
2
1,2
1 i 1 4
b
2
+ +
= = h vi,
vi h =
(1 )
2
+
v v =
2
. Do :
t
c 5 6
Y R (A cos t A sin t) = + ,
vi
2 2
R h v = + = v cos = h/R , sin = v/R.

T cc trng hp 1, 2 v 3 phn tch trn y v cc cng thc
tm Y
c
trong cc trng hp , chng ta i ti cc kt lun sau y v
tnh cht ca ng (qu o thi gian) thu nhp quc dn Y
t
:
Ti vng 1C:
2
4
1
(1 )
< <
+
, 0 < < 1,Y
t
c tnh n nh dng v
khng dao ng.
Ti vng 1D:
2
4
1
(1 )
< <
+
, > 1, Y
t
khng n nh dng v
khng dao ng.
Trn on cong 2C:
2
4
(1 )
=
+
, 0 < < 1, Y
t
n nh dng v
khng dao ng.
Trn on cong 2D:
2
4
(1 )
=
+
, >1, Y
t
khng n nh dng v
khng dao ng.
Trong vng 3C:
2
4
0
(1 )
< <
+
v < 1, hoc 0 < < 1/ v >
1, Y
t
c tnh n nh dng v dao ng tt dn.
Trong vng 3D:
2
1 4
(1 )
< <
+
, > 1, Y
t
khng n nh dng v
dao ng khuych i.
1D
= 1
O

2D
3D
4D 3C
2C
1C
2
4
(1 )
=
+

Hnh VI.9

Trn on cong 4D: = 1/ v > 1, Y
t
khng n nh dng v
dao ng u.
Tht vy, chng t tnh ng n ca cc kt lun trn, chng ta
cn xt cc trng hp sau:
Trng hp 1:
2
4
0
(1 )
> >
+
(theo gi thit ca m hnh
0 < < 1).
Gi b
1
, b
2
l nghim ca phng trnh c trng g(b) =
2
b (1 )b 0. + + =
Xt trng hp 1a: 0 0 1 < .
Ngoi ra, do b
1
b
2
= nn phi c < 1. Vy (, ) nm trong vng
1C. Lc ny:
t t 0
t c p 1 1 2 2
G
Y Y Y A b A b
1
= + = + +

t
0
G
1
.
Do Y
t
c tnh n nh dng v khng dao ng.
Xt trng hp 1b: 1 .
Vy (, ) nm trong vng 1D. Lc ny:
t t 0
t c p 1 1 2 2
G
Y Y Y A b A b
1
= + = + +

khng hi t khi t .
Do Y
t
khng c tnh n nh dng v khng dao ng.
Trng hp 2:
2
4
0
(1 )
= =
+
. Phng trnh c trng c
nghim kp b =
(1 )
2
+
v:
t 0
t 3 4
G
Y (A A t)b
1
= + +
.
Xt trng hp 2a:
(1 )
1 2
2
+
< + < . Lc ny: 0 + > . Lc ny b > 1 v
b
2
= > 1. Do khi (, ) thuc on cong 2D, Y
t
khng n nh dng
v khng dao ng.
Trng hp b = 1 khng th xy ra, v lc = 1 tri vi gi thit
ca m hnh.
Trng hp 3: 0 <
2
4
(1 )
<
+
. Lc ny phng trnh c
trng c nghim phc:
( ) ( )
2
2
1,2
1 i 1 4
b
2
+ +
= = h vi,
vi h =
(1 )
2
+
v v =
2
. Do :

t 0
t 5 6
G
Y R (A cos t A sin t)
1
= + +

,
vi
2 2
R h v = + = v cos = h/R , sin = v/R.
Xt trng hp 3a: R < 1. Lc ny < 1 nn Y
t
c tnh n nh
dng theo thi gian v dao ng tt dn khi (, ) thuc vng 3C.
Xt trng hp 3b: R1. Ta c < 1 nn Y
t
dao ng khuych
i v khng n nh dng khi (, ) thuc vng 3D.
4. M hnh kinh t v m v lm pht v tht nghip vi thi gian ri rc
4.1. Pht biu m hnh
Trong mc 6 ca chng V, chng ta nghin cu v m hnh quan
h tng tc gia lm pht v tht nghip vi thi gian lin tc (bn c
c th xem li cch k hiu cc bin trong m hnh). Vn ny c th
c xem xt vi thi gian ri rc. Trong m hnh vi bin thi gian lin
tc, chng ta xt h phng trnh sau:

p T U h = + (y l quan h Phillips c b sung k
vng lm pht),
d
j(p )
dt
= (Phng trnh ny m t tnh thch nghi

ca k vng lm pht),
dU
k(m p)
dt
= (y l phng trnh m t chnh sch
tin t).
Ri rc ha h phng trnh trn chng ta c:
t t t
p T U h = + (vi , > 0, 0 < h 1), (6.20)
t 1 t t t
j(p )
+
= (vi 0 < j 1), (6.21)
t 1 t t 1
U U k(m p )
+ +
= (vi k > 0). (6.22)
4.2. Phn tch cc ng bin ng ca gi c v lm pht
T (6.20) suy ra:
t 1 t 1 t 1
p T U h
+ + +
= + . (6.23)
Theo (6.20), (6.21) v (6.22) suy ra:
t 1 t t 1 t t 1 t
p p (U U ) h( )
+ + +
= + (6.24)
t 1 t t 1 t t
p p k (m p ) hj(p )
+ +
= + . (6.25)
Cn kh
t
trong (6.25). T (6.20) ta c:
t t t
h p T U = + + . (6.26)
Thay vo (6.25) s nhn c:
t 1 t t 1 t t t
p p k (m p ) hjp j(p T U )
+ +
= + + + (6.27)
t 2 t 1 t 2 t 1 t 1 t 1
p p k (m p ) hjp j(p T U )
+ + + + + +
= + + + . (6.28)
Ly (6.27) tr (6.28) ta c:
t 2 t 1 t t 2 t 1 t t 1 t t 1
p 2p p k (p p ) hj(p p ) j(p p )
+ + + + + +
+ = +
t 1
j [ k(m p )]
+
+ .
t 2 t 1 t
(1 k )p ( k hj j kj 2)p (1 hj j)p j km
+ +
+ + + + + + = .
Vy cui cng ta c:
t 2 t 1 t
1 hj (1 j)(1 k ) 1 j(1 h) j km
p p p
1 k 1 k 1 k
+ +
+ + +
+ =
+ + +
. (6.29)
y l phng trnh sai phn cp hai i vi p (p l tc tng
trng gi c). Theo cng thc tm nghim ring ca phng trnh sai
phn cp hai: y
t+2
+

a
1
y
t+1
+ a
2
y
t
= c, ta c:
p
1 2
c
p p m
1 a a
= = =
+ +
;
tm nghim b ca
c
p ca (6.29) trc ht cn tm cc nghim b
1
,
b
2
ca phng trnh c trng:
2
1 hj (1 j)(1 k ) 1 j(1 h)
b b 0.
1 k 1 k
+ + +
+ =
+ +

Chng ta s ch xt trng hp 1: 0 > (cc trng hp khc dnh
cho bn c). Lc ny:
1 2
1 hj (1 j)(1 k ) 1 hj
b b 1 j 0
1 k 1 k
+ + +
+ = = + >
+ +

1 2
1 j(1 h)
b b 0
1 k

= >
+
.
Ngoi ra:
1 2
kj
(1 b )(1 b ) 0
1 k
= >
+
.
Vy nu 0 > th
2 1
0 b b 1 < < < . T suy ra:
t t
c 1 1 2 2
p A b A b = + v p
t
= p
c
+ p
p
.

Do mc tng trng gi p
t
s hi t ti mc cn bng dng m (y
cng chnh l mc tng trng lng tin cn bng danh ngha) n nh
ng theo thi gian.
Bn c c th kim nghim li tnh ng n ca cc phng trnh
v cng thc sau y:
t 2 t 1 t
1 hj (1 j)(1 k ) 1 j(1 h)
U U U
1 k 1 k
+ +
+ + +
+
+ +

[ ] kj T (1 h)m
1 k

=
+
. (6.30)
Phng trnh (6.30) c nghim:
t c p
U U U = + , trong
c c
U p cn
[ ]
p
1 1
U U T (1 h)m [ T (1 h)p] = = =

.
5. p dng h phng trnh vi phn v sai phn trong phn tch
kinh t
Trong cc mc trc, chng ta tin hnh cc phn tch cn bng
ng s dng ch mt phng trnh ng hc duy nht: phng trnh vi
phn hoc sai phn. Trong mc ny h phng trnh vi phn hoc sai
phn tuyn tnh cp mt s c p dng nghin cu cc kiu thay i
tng tc ca cc bin kinh t lin quan nhm tm ra cc qu o thi
gian ca chng. T , cc kt lun c a ra v vic cc bin kinh t
ny c hi t v cc mc cn bng n nh ng hay khng.
5.1. H phng trnh vi phn tuyn tnh cp mt
Chng ta nghin cu cch gii h phng trnh vi phn tuyn tnh
cp mt qua v d n gin sau y:
V d 7. Xt h phng trnh vi phn
x (t) 2y (t) 2x(t) 5y(t) 77
y (t) + x(t) + 4y(t) = 61.
+ + + =
(6.31)
K hiu:
u =
x (t)
y (t)
(
(

, v =
x(t)
y(t)
(
(

, J =
1 2
0 1
(
(

, M =
2 5
1 4
(
(

, g =
77
61
(
(

.
Lc h (6.31) c vit di dng:
Ju + Mv = g, (6.32)
hoc: J
1
Ju + J
1
Mv = J
1
g Iu + Kv = d,
trong I l ma trn n v, K = J
1
M v d = J
1
g.
Chng ta i tm nghim ring ca h (6.32) di dng vc t c cc
to khng i:
v =
x(t)
y(t)
(
(

=
x
y
(
(

u =
0
0
(
(

.
nn (6.32) tr thnh:
v =
x
y
(
(

= M
1
g =
1
2 5
1 4
(
(

77
61
(
(

=
5 4
3 3
1 2
3 3

-
(
(
(

77
61
(
(

=
1
15
(
(

. (6.33)
tm nghim b ca h (6.32), tc l nghim tha mn Ju + Mv = 0,
chng ta xt nghim c dng: x(t) = me
rt
v y(t) = ne
rt
. Do : x(t) =
mre
rt
v y(t) = nre
rt
.
u =
rt
rt
rt
mre m
re
n
nre
(
(
( =
(
(

v v =
rt
rt
rt
me m
e
n
ne
(
(
( =
(
(

.
Thay u v v trong cc cng thc trn vo phng trnh Ju + Mv = 0,
chng ta c:
J
m
n
(
(

re
rt
+ M
m
n
(
(

e
rt
= 0 (rJ + M)
m
n
(
(

= 0. (6.34)

(6.34) c nghim khng tm thng, chng ta phi c
det(rJ + M) = 0. (6.35)
Phng trnh (6.35) c gi l phng trnh c trng ca h (6.32)
v cho php tm c cc nghim r
i
cn thit, t c th tnh c cc
gi tr m
i
v n
i
tng ng tho mn (6.34). Trong v d ny, ta c:
det(rJ + M) = det
r 2 2r 5
1 r 4
+ + (
(
+

= 0
r
2
+ 4r + 3 = 0 r
1
= 1, r
2
= 3.
Vi r
1
= 1, ta c
1
1
m 1 3
1 3 n
( (
( (

= 0 m
1
= 3A
1
, n
1
= A
1
vi A
1
l tham s c gi tr
tu chn.
Vi r
2
= 3, ta c
2
2
m 1 1
1 1 n
( (
( (

= 0 m
2
= A
2
, n
2
= A
2

vi A
2
l tham s c gi tr tu chn.
Cn c cc gi tr r
i
, m
i
v n
i
xc nh c vi i = 1, 2 nh trn
y, nghim b ca (6.32) c dng
c
c
x
y
(
(

=
1 2
1 2
r t r t
1 2
r t r t
1 2
m e m e
n e n e
(
+
(
(
+

,
nn nghim tng qut ca (6.32) s l:
x(t)
y(t)
(
(

=
c
c
x
y
(
(

+
x
y
(
(

=
t 3t
1 2
t 3t
1 2
3A e A e 1
A e A e 15

(
+ +
(
(
+

.
Hn na, nu xt iu kin ban u x(0) = 6 v y(0) = 12 th cc
tham s A
1
v A
2
s nhn cc gi tr thch hp l: A
1
= 1 v A
2
= 2
(bn c t kim tra).
Ngoi ra, vi cc gi tr tu ca cc tham s A
1
v A
2
, d thy rng
cc ng qu o thi gian x(t) v y(t) u hoc hi t hoc khng hi
t. Trong v d trn, do r
1
= 1, r
2
= 3 nn cc ng ny u hi t v
mc cn bng n nh ng vi x 1, y = 15. =
Phng php gii h phng trnh vi phn tuyn tnh tng qut cng
c th c trnh by tng t nh trong v d trn. Bn c quan tm c
th t nghin cu cng thc tm nghim b v nghim tng qut trong
cc trng hp h phng trnh vi phn tuyn tnh cp mt c phng
trnh c trng vi cc nghim thc phn bit hay cc nghim phc.
5.2. H phng trnh sai phn tuyn tnh cp mt
nghin cu cch gii h phng trnh sai phn tuyn tnh cp mt,
chng ta xt v d sau y:
V d 8. Xt h phng trnh sai phn
t 1 t t
t+1 t
x + 6x 9y 4
y x = 0.
+
+ =
(6.36)
Chng ta i tm nghim ring ca h (6.36) di dng
t 1
t 1
x
y
+
+
(
(

=
t
t
x
y
(
(

=
x
y
(
(

7x 9y 4
x y = 0
+ =

x 1/ 4
y = 1/4.
=
(6.37)
Ch . Nu cch tm nghim ring trn y khng cho ta p s th
cn tm nghim ring di dng: x
t
= k
1
t v y
t
= k
2
t.
tm nghim b ca (6.36), chng ta xt dng nghim sau: x
t
= mb
t

v y
t
= nb
t
. Lc , x
t+1
= mb
t+1
v y
t+1
= nb
t+1
. Thay cc biu thc ny
vo h phng trnh thun nht tng ng vi h (6.36):

t 1 t t
t+1 t
x + 6x 9y 0
y - x = 0
+
+ =

ta s thu c:
(b 6)m 9n 0
-m + bn = 0.
+ + =
(6.38)
h c nghim (m, n) khng tm thng, cn xt iu kin:

det
b 6 9
1 b
+ (
(

= 0 b
2
+ 6b + 9 = 0 b
1
= b
2
= 3. (6.39)
Phng trnh (6.39) c gi l phng trnh c trng ca h (6.36)
v cho php tm c n = A
3
v m = 3A
3
, vi A
3
l tham s tu chn.
T , c th tm c cng thc tnh nghim b nghim b ca (6.36)
c
c
x
y
(
(

=
t t
3 4
t t
3 4
3A ( 3) 3A t( 3)
A ( 3) A t( 3)
(

(
(
+

,
nn nghim tng qut ca (6.36) s l:
x(t)
y(t)
(
(

=
c
c
x
y
(
(

+
x
y
(
(

=
t t
3 4
t t
3 4
3A ( 3) 3A t( 3) 1/ 4
A ( 3) A t( 3) 1/ 4
(
+
(
(
+ +

.
D thy, trong v d ny, do b
1
= b
2
= 3 nn cc ng qu o thi
gian x
t
v y
t
u phn k v c dng dao ng tun hon khuych i.
Trong trng hp tng qut, cc ng qu o thi gian ca cc bin
kinh t x
t
v y
t
lun ng thi hoc hi t hoc phn k.
Phng php gii trn y c th c trnh by di dng cc
phng trnh ma trn nh sau:
Trc ht h (6.36) c vit di dng:
t 1 t
t 1 t
x x 1 0 6 9 4
0 1 y 1 0 y 0
+
+
( ( ( ( (
+ =
( ( ( ( (

Iu + Kv = d, (6.40)
trong
u =
t 1
t 1
x
y
+
+
(
(

, v =
t
t
x
y
(
(

, I =
1 0
0 1
(
(

, K =
6 9
1 0
(
(

, d =
4
0
(
(

.
tm nghim ring, chng ta gi s x
t+1
= x
t
= x v y
t+1
= y
t
= y
th c phng trnh:
(I + K)
x
y
(
(

= d
x
y
(
(

= (I + K)
1
d
=
9 1 1
1
16 16 4
7 1 1
4 16 16
7 9 4 4
1 1 0 0
( (
( ( (
( (
= =
( ( (
( (

.
Cn tm nghim b, chng ta xt:
u =
t 1
t 1
t 1
mb m
b
n
nb
+
+
+
(
(
( =
(
(

v v =
t
t
t
mb m
b
n
nb
(
(
( =
(
(

.
Thay vo phng trnh (6.40) chng ta thu c:
(bI + K)
m
n
(
(

= 0. (6.41)
(6.41) c nghim khng tm thng, cn xt iu kin sau:
det (bI + K) =
b 6 9
det
1 b
+ (
(

= 0 b
2
+ 6b + 9 = 0
b
1
= b
2
= 3. (6.42)
Phng trnh b
2
+ 6b + 9 = 0 c gi l phng trnh c trng. T
y ta cng c n = A
3
v m = 3A
3
, vi A
3
l tham s tu chn v
nghim tng qut ca (6.40) l:
x(t)
y(t)
(
(

=
c
c
x
y
(
(

+
x
y
(
(

=
t t
3 4
t t
3 4
3A ( 3) 3A t( 3) 1/ 4
A ( 3) A t( 3) 1/ 4
(
+
(
(
+ +

.
Ch . Trong trng hp phng trnh c trng c nghim l cc s
thc phn bit (hay l cc s phc), chng ta vn c th d dng vit
c cng thc ca nghim b cng nh nghim tng qut ca h
phng trnh sai phn tuyn tnh cp mt (vn ny dnh cho cc bn
c quan tm t nghin cu).
5.3. M hnh cn i lin ngnh ng
M hnh cn i lin ngnh ng cn c gi l m hnh u vo
u ra ng. y l s tng qut ca m hnh u vo u ra Leontief

c nghin cu trong mc 2.3 ca Chng II, trong cc mc u
vo mc cung ca giai on trc s c s dng p ng cc mc
u ra mc cu cho giai on sau. Sau y, vi mc ch trnh by vn
n gin, chng ta xt m hnh cn i lin ngnh ng trong mt nn
kinh t ch vi hai ngnh cng nghip. Trong m hnh ny chng ta gi
s rng: mc cu trong giai on t xc nh u ra khng phi ca giai
on t m l ca giai on t + 1. V vy m hnh ny c gi l m hnh
tr mt giai on v c vit nh sau:
x
i,t+1
= a
i1
x
1,t
+ a
i2
x
2,t
+ d
i,t
, vi i = 1, 2, (6.43)
hay:
t 1 t
x Ax d
+
= +
t
hay
t 1 t
x Ax d
+
=
t
(6.44)
trong :
x
t
=
1,t
2,t
x
x
(
(
(

l vc t u vo, x
i,t
l cc mc u vo ca ngnh cng
nghip i ti giai on t, vi i = 1, 2,
x
t+1
=
1,t 1
2,t 1
x
x
+
+
(
(
(

l vc t u ra ca nn cng nghip, x
i,t+1
l cc mc
u vo ca ngnh cng nghip i ti giai on t + 1, vi i = 1, 2,
A =
11 12
21 22
a a
a a
(
(

l ma trn h s u vo,
d
t
=
1,t
2,t
d
d
(
(
(

l vc t nhu cu chung (nhu cu cui cng) ca x hi v
cc loi hng ho do cc ngnh cng nghip 1 v 2 sn xut ra ti giai on t.
V d 9. Gi s vc t nhu cu cui cng d
t
c dng hm m:
d
t
=
1,t
2,t
d
d
(
(
(

=
t
t
(
(
(

=
t
1
1
(
(

, trong l mt hng s dng.
Lc chng ta cn tm nghim ring di dng:
x
t
=
t
1
t
2
(

(
(

, x
t+1
=
t 1
1
t 1
2
+
+
(

(
(

, vi
1
v
2
l cc h s cn xc nh
sau.
Vy ta c:
x
t
=
1 t
2
(

v x
t+1
=
t
1
t
2
(

(
(

=
1 t
2
0
0
( (

( (

.
Lc ny (6.44) tr thnh:

1 1 11 12 t t t
21 22 2 2
a a 0 1
a a 0 1
( ( ( ( (
=
( ( ( ( (

1 11 12
21 22 2
a a 1
a a 1
( ( (
=
( ( (

. (6.45)
Gi s ma trn h s ca h (6.45) l khng suy bin, lc h c
nghim sau y:
22 12
1
a a +
=
,
11 21
2
a a +
=
,
trong :
11 22 12 21
( a )( a ) a a = .
tm nghim b cn xut pht t phng trnh x
t+1
Ax
t
= 0 v xt
phng trnh c trng nh sau:
11 12
21 22
b a a
det(bI A) det
a b a
(
=
(

= 0. (6.46)
T phng trnh ny ta tm c cc gi tr b
1
v b
2
i gii cc h
phng trnh:

i 11 12
21 i 22
b a a m 0
a b a n 0
( ( (
=
( ( (

vi i =1, 2.
p dng phng php tm nghim b v nghim tng qut ca
phng trnh sai phn tuyn tnh nh trong mc 5.2 chng ta s tm c
nghim tng qut ca (6.44).
M hnh cn i lin ngnh ng vi cu vt mc
Gi s mc cu v hng ha ca ngnh cng nghip i trong giai on
t vt qua mc cung v hng trong giai on ny, th vic iu chnh u
ra c thc hin sao cho:
x
i, t
= x
i,t+1
x
i,t
= a
i1
x
1,t
+ a
i2
x
2,t
+ d
i,t
x
i,t
, vi i = 1, 2.
(6.47)
iu ny c ngha l cn cn c vo thng d ca cu so vi cung
ca giai on t iu chnh li mc u ra ca giai on t + 1 mt cch
tng ng so vi u ra ca giai on t. Nu ta cng hai v ca phng
trnh (6.47) vi x
i,t
th nhn c h phng trnh (6.43).
M hnh (6.47) i vi thi gian ri rc c vit mt cch tng t
cho trng hp thi gian lin tc (vi gin cch gia cc mc thi gian
b) nh sau:
i
x (t) = a
i1
x
1
(t) + a
i2
x
2
(t) + d
i
(t)

x
i
(t) , vi i = 1, 2. (6.48)
Di dng phng trnh ma trn, m hnh ny c vit l:
Ix + (I A)x = d, (6.49)
trong :
x =
1
2
x (t)
x (t)
(
(

, x =
1
2
x (t)
x (t)
(
(

, A =
11 12
21 22
a a
a a
(
(

, d =
1
2
d (t)
d (t)
(
(

.
Nghim ring ca (6.49) c xc nh ty theo dng ca vc t d.
Trong khi cn c phng php bit trong mc 5.1, nghim b ca
(6.49) c xc nh sau khi gii phng trnh c trng:
11 12
21 22
r 1 a a
det(rI I A) det
a r 1 a
+ (
+ =
(
+

= 0. (6.50)
V d 10. Gi s vc t nhu cu cui cng d
t
c cc thnh phn bin
thin dng hm m:
d =
t
1 1 t
t
2
2
e
e
e
(
(
( =
(
(

, trong l mt hng s dng.
Lc chng ta cn tm nghim ring di dng:
x =
1 t
2
e
(
(

, x =
1 t
2
e
(
(

=
1 t
2
0
e
0
( (
( (

vi
1
v
2
l cc h s cn xc nh sau.
Thay vo (6.49) chng ta thu c:
t t
1 1 1 11 12
21 22 2 2 2
1 a a 0
a 1 a 0
( ( ( ( (
=
( ( ( ( (

hay:
1 1 11 12
21 22 2 2
1 a a
a 1 a
+ ( ( (
=
( ( (
+

. (6.51)
Gi s ma trn h s ca h (6.51) l khng suy bin. Lc h c
nghim sau y:
1 22 2 12
1
( 1 a ) a + +
=
,
2 11 1 21
2
( 1 a ) a + +
=
,
trong :
11 22 12 21
( 1 a )( 1 a ) a a = + + .
p dng phng php tm nghim b v nghim tng qut ca
phng trnh vi phn tuyn tnh nh trong mc 5.1 chng ta s tm c
nghim tng qut.

5.4. M hnh tng tc lm pht v tht nghip
Xt m hnh biu th quan h tng tc lm pht v tht nghip
bit mc 6 Chng V:
p = T U h ( , > 0; 0 < h 1)
d
= j(p ) (0 < j 1)
dt
dU
k(m p) (k > 0).
dt
+

=
(6.52)
Trong h phng trnh trn, p l mc tng trng v gi (lm pht),
T l hiu sut lao ng, U l mc tht nghip, l tc lm pht d bo
(k vng tc lm pht), m l tc tng trng ca lng tin cn
bng danh ngha.
Thay biu thc ca p trong phng trnh u vo hai phng trnh
sau ca h, chng ta thu c:
+ j(1 - h) + j U = j( - T)
U - kh + k U = k( - T - m)

hay:
1 0 j(1 h) j j( T)
0 1 U kh k U k( T m)
( ( ( ( (
+ =
( ( ( ( (

(6.53)
tm nghim ring ca h (6.53), chng ta coi (tc lm pht d
bo) v U (mc tht nghip) l cc hng s. Vi iu kin ny = U = 0
nn t h (6.53) chng ta thu c cc nghim ring:
m = v
1
U [ -T-(1-h)m]
= . (6.54)
tm nghim b di dng = me
rt
v U = ne
rt
, trc ht chng ta t:
J =
1 0
0 1
(
(

v M =
j(1 h) j
kh k
(
(

.
Lc m, n v r phi tha mn phng trnh ma trn sau:
(rJ + M)
m
n
(
(

= 0
r j(1 h) j m 0
kh r k n 0
+ ( ( (
=
( ( (
+

. (6.55)
h thun nht trn y c nghim khng tm thng ta phi c:
2
det(rJ M) r [k + j(1-h)]r + k j = 0 + = + r
2
+ a
1
r + a
2
= 0, (6.56)
trong : a
1
= k + j(1 h) v a
2
= kj. D thy phng trnh trn y
cng chnh l phng trnh (5.27) trong mc 6.2 ca Chng V.
V d 11. Xt li v d mc 6.2, Chng V vi:
T = 1/6, = 3, h = 1, j = 3/4 v k = 1/2.
D dng tm c m = v
1 1 1
3 6 18
U = = . Lc ny phng trnh
c trng (6.56) c dng:
r
2
+
3
2
r +
9
8
= 0 r
1
, r
2
=
( )
3 9 9 3 3 1
2 2 4 2 4 4
i =
vi h =
3
4
v v =
3
4
.
Thay cc nghim r
1
v r
2
tm c trn y vo (6.55) s nhn c
cc h thun nht:
3 9
4 4 1
3 1
1
2 4
(1 i)
m 0
n 0
(1 i)
(

( (
(
=
( (
(
+

v
3 9
4 4 2
3 1
2
2 4
(1 i)
m 0
n 0
(1 i)
(
+
( (
(
=
( (
(

. (6.57)
T y s c:
1
3
(1 i) m
1
= n
1
v
1
3
(1 + i) m
2
= n
2
. Vy nghim b l:
r t r t vit vit
1 2
c 1 2 1 2 ht
r t r t vit vit
1 2
c
1 2 1 2
m e m e m e m e
e
U
n e n e n e n e
( (
+ + (
( ( = =
(
( (
+ +


hay:

c 1 2 1 2 ht
1 2 1 2 c
(m m ) cos vt (m m )i sin vt
e
(n n ) cos vt (n n )i sin vt U
+ + ( (
=
( (
+ +

.
t A
5
= m
1
+ m
2
v A
6
= (m
1
m
2
)i , ta c ngay n
1
+ n
2
=
1
3
(A
5

A
6
) v (n
1
+ n
2
)i =
1
3
(A
5
+ A
6
). Do chng ta thu c:
( ) ( )
3 3
3
t 5 6
c 4 4
4
3 3 1 1
c
5 6 5 6
3 4 3 4
A cos t A sin t
e
U
A A cos t A A sin t
(
+
(
(
=
(
(
+

.
Cui cng nghim tng qut ca h (6.53) s l;
( ) ( )
3 3
3
t 5 6
4 4
4
3 3 1 1 1
5 6 5 6
3 4 3 4 18
A cos t A sin t + m
(t)
e
U(t)
A A cos t A A sin t +
(
+
(
(
=
(
(
+

.
Vy p(t) =
1
6
3U + =
( )
3
t
3 3
4
6 6
4 4
e A cos t A sin t + m
. Kt
qu thu c trn y hon ton trng vi kt qu bit trong mc 6.2
ca Chng V.
By gi chng ta xem xt m hnh biu th quan h tng tc lm
pht v tht nghip vi thi gian ri rc bit mc 4.1 cng chng:
t t t
t 1 t t t
t 1 t t 1
p = T U h ( , > 0; 0 < h 1)
= j(p ) (0 < j 1)
U U k(m p ) (k > 0).
+
+ +
+
(6.58)
Sau khi kh p
t

v sp xp li chng ta c h sai phn sau y:
t 1 t
t 1 t
1 0 (1 j jh) j
kh 1 k U 0 1 U
+
+
+ ( ( ( (
+
( ( ( (
+

j( T)
k( T m)
(
=
(

(6.59)
Nu mc cn bng dng tn ti th c th tm nghim ring di
dng:
t t 1 +
= = v
t t 1
U U U
+
= = . Thay vo h (6.59) s c:
m = v
1
U [ -T- (1- h)m]
= . (6.60)
t:
J =
1 0
kh 1 k
(
(
+

v K =
(1 j jh) j
0 1
+ (
(

.
Lc tm nghim b cn xem xt h phng trnh:
(bJ + K)
m
n
(
(

= 0
b (1 j jh) j m 0
bkh b(1 k) 1 n 0
+ ( ( (
=
( ( (
+

.
h c nghim khng tm thng, ta phi c:
det(bJ + K) = (1 + k)b
2
[1 + hj + (1 j)(1 + k)]b + (1 j +jh) = 0
hay:
b
2
+ a
1
b + a
2
= 0
vi a
1
=
1 hj (1 j)(1 k)
1 k
+ + +
+
v a
2
=
1 j(1 h)
1 k

+
. (6.61)
Phng trnh c trng (6.61) hon ton ging vi phng trnh c
trng bit ti mc 4.2 cng chng. Do chng ta c th tin hnh
kho st tnh n nh ng ca m hnh ty theo du ca bit thc mt
cch tng t so vi mc 4.2.
5.5. Biu pha hai bin v ng dng
Trong cc mc trc chng ta xem xt vic gii cc h ng tuyn
tnh. Trong mc ny chng ta s s dng biu pha hai bin tin
hnh phn tch v tnh n nh ng ca m hnh kinh t cho bi h
phng trnh vi phn phi tuyn cp mt dng t iu khin (autonomous
system) sau y:
x (t) f (x, y)
y (t) g(x, y).
=
(6.62)

Trn mt phng ta Oxy, cc ng x = f(x, y) = 0 v y = g(x,
y) = 0 c gi l cc ng ranh gii. Xt chng hn ng x = 0.
Trn ng ny y s l hm n ca x v ta d dng tnh c:

x
y x 0
f dy f / x
,
dx f / y f
=

= =

vi f
y
0.
Tng t, chng ta cng tnh c:
x
y y 0
g dy g / x
,
dx g / y g
=

= =

vi g
y
0.
Xt mt trng hp c th khi bit f
x
< 0, f
y
> 0, g
x
> 0 v g
y
< 0.
Lc cc hai ng ranh gii u c cc dc dng. Nu gi s
ng x = 0 dc hn ng y = 0 th chng ta gp phi tnh hung nh
minh ha trn hnh VI.10a. Hai ng ranh gii chia mt phng ta
thnh bn phn I, II, III v IV. im E m ti x = y = 0 chnh l
im cn bng lin thi ca m hnh cho. Ti mt im (x, y) bt k
khc, x hoc / v y s bin thin ph thuc vo t theo cc hng tng hay
gim ph thuc vo du ca cc o hm x v y.
Trn hnh VI.10a, cc im tha mn (6.62) nm v bn tri ca
ng ranh gii x = 0 s cho x > 0, cc im nm bn phi cho x < 0.
iu ny l do
x
x / x f = < 0. Tng t, cc im tha mn (6.62)
nm pha di ca ng ranh gii y = 0 s cho y > 0, cc im nm
pha trn cho y < 0 (do
y
y / y g = < 0).
Vi cc gi thit ca hnh VI.10a, chng ta xut pht t mt im (x,
y) bt k trn mt phng ta . Chng hn t im A thuc phn II (xem
hnh VI.10b). Do ti gc ny o hm x > 0 v y < 0, im A c
khuynh hng chuyn ng sang phi v xung pha di v hi t v
im E sau mt thi gian di (t +). Ton b qu o to nn bi
chuyn ng ca im A c gi l mt ng dng (streamline) hay
qu o pha c biu th bng mt ng c mi tn hng v im E
trn hnh VI.10b. Phn tch mt cch tng t ta thy: xut pht t cc
im khc nhau, cc ng dng u hi t v E. Nh vy, nu f
x
< 0,
f
y
> 0, g
x
> 0 v g
y
< 0, th m hnh (6.62) s n nh ng v hi t v
im cn bng lin thi E.

Trn hnh VI.10b, im E c gi l nt n nh. Bng cc phn
tch tng t, khi xem xt cc gi thit khc nhau v du ca cc o
hm ring f
x
, f
y
, g
x
v g
y
, chng ta s i ti cc kt lun c minh ha
trn cc hnh VI.11a, 11b, 11c v 11d. Trn cc hnh ny im E c
gi mt cch tng ng l nt khng n nh, nt yn nga, nt tiu
im v nt trung tm.

x = 0
y = 0
x
+

y
B
A
O
E
+

(I)

+

+
(IV)
(II)
(III)
Hnh VI.10b. Cc ung qu ao
pha vi nt n jnh E
y
x = 0
x
x
x x
y = 0
x
+

y
y y
O
y
+

(I)

+

+
(IV)
(II)
(III)
Hnh VI.10a. Cc ung ranh gii
E
x = 0
y = 0
x
+

y
O
+

Hnh VI.11a. Cc ung qu ao
pha vi nt khng n jnh E
E
y = 0
x = 0
x
+

y
O
+

+

+
Hnh VI.11b. Cc ung qu ao
pha vi nt yn nga E

E

V d 12. Sau y, vi mc ch minh ha mt ng dng ca biu
pha hai bin, chng ta s nghin cu m hnh tng tc gia chnh sch
tin t v lm pht:
s d d
s s
M M M dp
h h 1
dt M M
| | | |
= =
| |
\ \
, vi iu kin h > 0. (6.63)
M hnh ny tun theo gi thit: tc ng ca d tha mc cung tin
t so vi mc cu tin t (M
s
> M
d
) s lm tng tc lm pht p v
khng c tc ng n mc gi c P. Do vic loi b s d tha trn
trong th trng tin t s lm cho tc lm pht n nh, ch khng
lm cho gi c n nh.
Nu chng ta gi thit thm rng mc cu v tin t t l vi tng sn
phm quc dn th t l cu cung tin t M
d
/M
s
c vit nh sau:
d
s s
M aPQ
M M
= = , vi a > 0.
Ly o hm theo t c hai v, chng ta s c:
s
s
dM / dt d / dt da / dt dP/ dt dQ/ dt
a P Q M
= + +
= p + q m, (6.64)
y
y = 0
x = 0
x
+

O
+

Hnh VI.11d. Cc ung qu ao
pha vi nt trung tm E
E
y = 0
x = 0
x
+

y
O

+
Hnh VI.11c. Cc ung qu ao
pha vi nt tiu im E
E
trong p, q v m l cc tc lm pht, tc tng trng (ngoi sinh)
sn phm quc dn v tc m rng qui m cung tin t. Cc phng
trnh (6.63) v (6.64) dn ti h phng trnh sau:

p h(1 )
(p q m) .
=
= +
(6.65)
Do h > 0 nn p = 0 khi v ch khi 1 = 0. Do > 0 nn = 0 khi
v ch khi p + q m = 0. Vy cc ng ranh gii ca p = 0 v = 0 l
cc ng sau:

1
p m q.
=
=
(6.66)
Theo (6.65) ta c:
p
h 0

= <
v 0.
p

= >
(6.67)
Trng hp 1. Gi s m = const. Do cc ng ranh gii l cc
ng thng v du ca cc o hm ring thu c nh trong biu thc
(6.67) nn chng ta c th p dng cc phn tch tng t nh trn hnh
VI.11d, vi p ng vai tr ca x v ng vai tr ca y. Do ng
ranh gii = 0 phn mt phng thnh hai phn tri v phi vi cc du
v +, cn ng p = 0 phn mt phng thnh hai phn trn v di vi
cc du v +, nn chiu mi tn trn cc qu o pha l ngc chiu
kim ng h. Lc ny im E c ta p = m q v = 1 chnh l im
nt trung tm. Trn hnh VI.12a, ta thy: khi thi gian thay i cc im
(p, ) s chy vng quanh E, tc l im cn bng E (ti p = 0 v
= 0) s khng bao gi xy ra tr khi nn kinh t c xut pht im ti E.
Trng hp 2. Gi s m = m(p), vi m(p) < 0 do p cng tng th
nh nc s iu chnh m gim (y l quy tc thng thng trong
vic iu chnh mc cung tin t). Lc ny, (6.65) tr thnh:
p h(1 )
[p q m(p )] .
=
= +
(6.68)
Do , cc ng ranh gii s l:

p 0 1
0 p m(p ) q.
= =
= =
(6.69)

Theo (6.68) ta c:
p
h 0

= <
v 0.
p

= >
(6.70)
T phng trnh th hai ca (6.69), tc l trn ng = 0, chng ta c:
dp dp
m(p ) m (p )( h) 0.
d d
= = >

Theo nh l hm ngc, trn ng = 0 s c d/dp > 0. Lc ny,
vi p ng vai tr ca x (ng ranh gii p = 0 chnh l ng thng
nm ngang = 1), vi ng vai tr ca y, chng ta c th p dng cc
phn tch tng t nh trn hnh VI.11c. Do ng ranh gii = 0 phn
mt phng thnh hai phn tri v phi vi cc du v +, cn ng p =
0 phn mt phng thnh hai phn trn v di vi cc du v +, nn
chiu mi tn trn cc qu o pha l ngc chiu kim ng h. Lc ny
im E c ta p = m(0) q (do p = m(p) q = m(0) q khi p = 0) v
= 1 chnh l nt tiu im. Trn hnh VI.12b, ta thy: khi thi gian thay
i cc im (p, ) s chy vng quanh v cun vo im E, tc l im
cn bng E (ti p = 0 v = 0) s t c sau mt thi gian ln.

1 p = 0
= 0
E
m q

+
+
Hnh VI.12a
= 0
1 E
m(0) q

+
+
Hnh VI.12b
p= 0
Ch . phn tch nh lng m hnh (6.62), h (6.62) c th c
tuyn tnh ha bng cch p dng khai trin Taylor cho ti vi phn ton
phn cp mt ti im cn bng E( x, y ). Lc ta c h phng trnh
tng ng sau y:
x y x y
x y x y
x f (x, y)x f (x, y)y f (x, y)x f (x, y)y
y g (x, y)x g (x, y)y g (x, y)x g (x, y)y.
= +
= +
(6.71)
Bng cch phn tch nghim b ca h (6.71) nhn c thng qua
gii h thun nht

( )
x y
x y
x, y
f f
x x 0
y g g y 0
(
( ( (
=
(
( ( (
(

(6.72)
chng ta c th kho st c tnh n nh ng ca nghim ca h (6.62).
Bi tp Chng VI
Bi 1. Hy tm mc gi cn bng lin thi v cho bit n c n nh ng
khng, nu bit cc hm cung cu trong m hnh Cobweb sau y:
Q
dt
= 18 3P
t
, Q
st
= 3 + 4P
t1
,
Q
dt
= 19 6P
t
, Q
st
= 5 + 6P
t1
.
Bi 2. Xt m hnh th trng c biu din bi h phng trnh sai
phn sau:

dt st
dt t
st t
t t 1 t 1 t 1
Q Q
Q P ( , 0)

Q P ( , > 0)
P P (P P ) (0 < 1).
= >
= +
= +

Trong m hnh trn:
t
P
l k vng gi ti giai on t, phng trnh

th t m t tnh thch nghi ca k vng gi.
Pht biu ngha kinh t ca phng trnh th t.

Hy cho bit m hnh Cobweb (6.8) c phi l trng hp ring ca
m hnh trn hay khng?
Chng t rng m hnh cho c th c biu din bi phng
trnh sai phn: ( ) ( )
t 1 t
P 1 / P / .
+
= +
Tm ng qu o thi gian ca gi c v chng minh rng: nu 1
2/ < / th ng bin ng gi c c dng dao ng tt dn.
Bi 3. Xt m hnh th trng vi hng tn kho:
dt t
st t
t 1 t st dt
dt st
Q 21 2P
Q 3 6P
P P 0, 3(Q Q )
Q Q .
+
=
= +

Hy tm qu o thi gian ca gi c P
t
v cho bit n c dng hi t
hay khng?
Bi 4. Xt m hnh th trng vi hng tn kho:
dt t
st
t 1 t st dt
dt st
Q P (
Q k
P P (Q Q ) (
Q Q .
+
=
vi , > 0)
vi > 0)

Hy kho st s bin ng ca gi c theo thi gian. Cn a ra iu
kin no cho tham s k m hnh c ngha?
Bi 5. Gi s ng pha (xem li mc 2.3) c dng ch U ngc v ct
ng phn gic ca gc phn t th nht ti hai im phn bit L (bn
tri) v R (bn phi). Hy cho bit:
Trng hp ny c dn ti nhiu im cn bng hay khng?
ng qu o thi gian y
t
c dng nh th no nu gi tr ban u
y
0
nm gia L v R? bn tri L? bn phi R?
C th a ra kt lun nh th no v tnh n nh ng ca cc mc
cn bng ti L v ti R?
Bi 6. Gi tr xon k (honh ca giao im gia ng gi P
t+1
= f(P
t
)
v ng P
t+1
=
P ) cho php tm P
t+1
trong m hnh th trng vi gi
trn nh sau:
P
t+1
=
t
t t
P (khi P k)
P (khi P k).
+
>

Hy chng minh rng:
k P.
+
=

Bi 7. Xt m hnh tng tc vi nhn t tng tc Samuelson v hnh
VI.9. Hy cho bit cc cp gi tr (, ) sau y thuc vo vng no (t
1C cho ti 4D) v m t nh tnh cc qu o thi gian tng ng ca
mc thu nhp quc dn Y
t
:
= 3,5; = 0,8;
= 0,2; = 0,9.
Hy tm phng trnh cc ng qu o thi gian vi cc cp gi tr
(, ) trong cc cu a) v cu b).
Bi 8. Hy kho st tip cc trng hp 2 v 3: = 0 v < 0 khi gii
phng trnh sai phn (6.29):
t 2 t 1 t
1 hj (1 j)(1 k ) 1 j(1 h) j km
p p p
1 k 1 k 1 k
+ +
+ + +
+ =
+ + +
.
T cho bit cn a ra cc iu kin no mc tng trng gi
s dn n nh trong cc trng hp trn.
Bi 9. Xt m hnh tng tc lm pht tht nghip vi thi gian ri rc
sau y:

t t t
p T U h = + (vi , > 0, 0 < h 1)

t 1 t t t
j(p )
+
= (vi 0 < j 1)

t 1 t t
U U k(m p )
+
= (vi k > 0).

Tm phng trnh sai phn i vi p
t
v phn tch tnh n nh ca
nghim.
Cho h = j = 1. Tm cc iu kin phng trnh c trng ri vo
cc trng hp 1, 2 v 3 (tng ng vi > 0, = 0 v < 0).
Bi 10. Xt m hnh cn i lin ngnh ng hai ngnh hng tr mt
giai on (6.44), vi:
A =
1/10 4/10
3/10 2/10
(
(

v a) d
t
=
t
t
(12/10)
(12/10)
(
(
(

hoc b) d(t) =
t /10
t /10
e
2e
(
(
(

.
Tm cc ng qu o thi gian vi cc iu kin ban u sau y:
x
1,0 =
187/39, x
2,t
= 72/13 (p dng h phng trnh sai phn),
x
1
(0) = 53/6, x
2
(0) = 25/6 (p dng h phng trnh vi phn).

TI LIU THAM KHO
1. Alpha C. Chiang, Fundamental methods of mathematical economics,
McGrawHill Book Company, New York, 1984.
2. Alpha C. Chiang and Kevin Wainwright, Fundamental methods of
mathematical economics, McGrawHill Book Company, New York, 2005.
3. Michael W. Klein, Mathematical methods for economics, Addison
Wesley Higher Education Group, 2002.
4. Hong nh Tun, L thuyt m hnh ton kinh t (dnh cho sinh vin
ngnh ton kinh t v ton ti chnh), Nxb. Khoa hc v K thut, 2003.
5. Nguyn Hi Thanh, Ton ng dng, Nxb. i hc S phm H Ni, 2005.
6. Nguyn Hi Thanh, Ti u ha, Nxb. Bch khoa, i hc Bch khoa
H Ni, 2006.
7. Nguyn Hi Thanh, Mt s vn v tnh ton ti u trong lnh vc
nng nghip, Tp ch ng dng Ton hc, Tp IV, S 2, trang 3350, 2006.
8. Nguyn Quang Dong, Ng Vn Th, Hong nh Tun, Gio trnh m
hnh ton kinh t (dnh cho sinh vin ngnh kinh t), Nxb. Gio dc, 2002.
9. T Cm T, Mt s phng php ti u ha trong kinh t, Nxb.
Khoa hc v K thut, 1997.

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B GIO DC V O TO

TRNG A HC NNG NGHIP H NI

chnh l tc bin thin trung bnh ca hm s

khi x nh nht c th c. Thng thng ta chn x = 1 (n

c gi l t l bin hay tc thay

. Vy vi b, c, d c coi l c nh th khi a tng thm

c gi l h s thu thu nhp. C th

l vi phn ton phn cp ca S.

nh ca im x sao cho f( x ) f(x),

nh ca im x sao cho f( x ) f(x), x D.

(tc l nu ngn qu B tng th mc tiu

(tc l nu ngn qu B tng th mc tiu dng cn bng

. Tuy nhin nhng phn tch kiu ny kh phc tp nn

= . Trong trng hp ny, mc sn lng H

. Phng trnh ny c dng y = mx,

. Cho bit c mt hng no trong hai mt hng l loi

= v qu o thi gian ca gi c tim cn

(u = 1 c ngha l s dng ht tim nng sn sut).

= + . Do y(0) = 6 nn A = 1. Cui cng ta c

ta c F(y, t) M(y, t)dy (t) = +

= = sQ, tc l mt t l c nh ca Q c s dng cho ti

k = s(k) k (xem hnh V.9).

= l mc tng trng v gi (lm pht) v T l hiu sut lao

= (vi 0 < j 1), (5.22)

= vi M l lng tin cn bng danh ngha (ph thuc

= (Phng trnh ny m t tnh thch nghi

l k vng gi ti giai on t, phng trnh

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