- :

.
.
: .
-
:

U1 ( X 1 , A1 ) : 1
U 2 ( X 2 , A2 ) : 2
i (Ai) ()
i=1,2.
-
:
1

e1 = (eX 1 , eA1 ) = (T1 , 0) : 1

e2 = (eX 2 , eA 2 ) = (T2 , 0) : 2
ei (eAi) i
().
- i i [0,1]
( i ).
- H : A = f ( L) ,
L A
.
- :
S X = eX 1 + eX 2 = T1 + T2
- :

S A = eA1 + eA 2 + A = A

- . (allocation) ( ( X 1 , A1 ), (( X 2 , A2 ), ( L, A) )

,
.
- :
.
- . ( ( X 1 , A1 ), (( X 2 , A2 ), ( L, A) )
(feasible) :

X 1 + X 2 + L T1 + T2
A1 + A2 A
- :

.
3


- w
p.
- (w, p), (Mi)
i o
:

M i = w eXi + p eAi + i = wTi + i , i = 1, 2.

- . ( )
( w*, p*)
(( X 1* , A1* ), ( X 2* , A2* ), ( L*, A*)) :
(i)
:
U1 ( X 1* , A1* ) U1 ( X 1 , A1 ) , ( X 1 , A1 ) 2+ : w* X 1 + p* A1 w*T1 + 1
U 2 ( X 2* , A2* ) U 2 ( X 2 , A2 ) , ( X 2 , A2 ) 2+ : w* X 2 + p* A2 w*T2 + 2

(ii)
:
( L*, A*) ( L, A) , ( L, A) 2+ : A f ( L)
(iii) , (D)
(S) :
i DX = S X X 1 ( w, p ) + X 2 ( w, p ) + L( w, p ) = T1 + T2 (

[, : DL = S L L( w, p) = L1 ( w, p ) + L2 ( w, p ) (

)]

Li(w,p) i=1,2.

i DA = S A A1 ( w, p ) + A2 ( w, p ) = A( w, p)

(
)

- .
1 (. Week 2, . 27):

w U1 / X 1
=
= MRS1
p U1 / A1

(1)
5

- ,
2 :
w U 2 / X 2
=
= MRS 2
(2)
p U 2 / A2
-
(. Week 5, . 6):
w
= MPL
(3)
p
- , (1) (3)
:
w
= MRS1 = MRS 2 = MPL
(4)
p
- : ,
1, 2
(
6
, ).

- 1.
:
: 1 2.
.
: .
-
:
U1 ( X 1 , A1 ) = X 11/ 2 A11/ 2

U 2 ( X 2 , A2 ) = A2
- :
e1 = (eX 1 , eA1 ) = (1, 0)
e2 = (eX 2 , eA 2 ) = (0, 0)
- 2 .
- :
A = f ( L) = L

-
.
1.
.
- w p.
p=1 w*.
- To 1
:
M 1 = w eX 1 + p eA1 = w
- To 2
:
M2 =
2.
.
8

max U1 ( X 1 , A1 ) = X 11/ 2 A11/ 2

{ 1 , A1 }

s.t. wX 1 + A1 w

(UMP1)

0 X 1 1, A1 0
- UMP1 :

1 w
X
w
A
w
=
(
),
(
)
( 1
) ,
1
2 2

(5)

( ,
1)

L1 ( w) = 1/ 2

(6)

(
1)

max U 2 ( A2 ) = A2
{ A2 }

s.t. A2
A2 0

(UMP2)
9

- UMP2 :

A2 ( w) =

(
2)

(7)

3.
.

max = A wL
{ L , A}

s.t. A = L
L, A 0

max = (1 w) L
{ L}

s.t. L 0

(PMP)

- PMP :

L( w) =

, w < 1

, w = 1

, w > 1

(8)

( )

10

A( w) =

( w) =

, w < 1

, w = 1

, w > 1

, w < 1

(9)

(10)

( )

( )

0 , w 1
4.
.
i DL = S L L( w) = L1 ( w) (11) ( )

[, : DX = S X X 1 (w) + L( w) = 1 (
) ]
i DA = S A A1 ( w) + A2 ( w) = A( w) (12) (
)

-
11
w.

 w < 1, :
(6)

L( w) = L1 ( w) = 1/ 2 :
(8)

w > 1, :
(6)

L( w) = L1 ( w) 0 = 1/ 2 :
(8)

w = 1, :
(6)

L( w) = L1 ( w) L = 1/ 2
(8)

- (w*=1)
, :
* = 0, A* = L* = L*1 = 1/ 2, A1* = 1/ 2, A2* = 0 U1* = 1/ 2, U 2* = 0
- , :
( w*, p*) = (1, 1)

( )

*
*
*
*
*
*
(
,
),
(
,
),
(
,
) ) = ( (1/ 2, 1/ 2), (0, 0), (1/2, 1/2) )
X
A
X
A
L
A
( 1 1 2 2

(U

*
1

, U 2* ) = (1/ 2, 0)

( )

(
)
12

- 2.
:
: 1 2.
.
: .
-
:
U1 ( X 1 , A1 ) = X 11/ 2 A11/ 2

U 2 ( X 2 , A2 ) = A2
- :
e1 = (eX 1 , eA1 ) = (1, 0)
e2 = (eX 2 , eA 2 ) = (0, 0)
- 2 .
- :
A = f ( L) = 2 L

13

-
.
1.
.
- w p.
p=1 w*.
- To 1
:
M 1 = w eX 1 + p eA1 = w
- To 2
:
M2 =
2.
.
14

max U1 ( X 1 , A1 ) = X 11/ 2 A11/ 2

{ 1 , A1 }

s.t. wX 1 + A1 w

(UMP1)

0 X 1 1, A1 0
- UMP1 :

1 w
X
(
w
),
A
(
w
)
=
( 1
) ,
1
2 2

(13)

( ,
1)

L1 ( w) = 1/ 2

(14)

(
1)

max U 2 ( A2 ) = A2
{ A2 }

s.t. A2
A2 0

(UMP2)
15

- UMP2 :

A2 ( w) =

(
2)

(15)

3.
.

max = A wL
{ L , A}

s.t. A = 2 L
L, A 0

max = 2 L wL
{ L}

(PMP)

s.t. L 0

- PMP :

L( w) = 1/ w2

( )

A( w) = 2 / w

(16)
(17)

( w) = 1/ w

(18)

( )

( )

16

4.
.

i DL = S L L( w) = L1 ( w)

(19)

( )

[, : DX = S X X 1 (w) + L( w) = 1 (
) ]
i DA = S A A1 ( w) + A2 ( w) = A( w) (20) (
)

-
w.
(14)

L( w) = L1 ( w) w = 2
(16)

- (w*= 2 )
, :

* = 2 / 2, A* = 2, L* = L*1 = 1/ 2, A1* = 2 / 2, A2* = 2 / 2

U1* = 23/ 4 , U 2* = 2 / 2
- , :

17

(w*, p*) = ( 2, 1)

( )

( ( X , A , L ),( X , A , L )) = ( (1/ 2,
*
1

*
1

*
1

*
2

(L* , A* ) = (1/ 2,

(U ,U ) = (2
*
1

*
2

*
2

*
2

2 / 2, 1/2), (0, 2 / 2, 0)

2)

3/ 4

, 2 / 2)

(
)

( )

L1 ( w)

w* = 2
0

L( w)
1/ 2

L1 , L

18

- 3.
:
: 1 2.
.
: .
-
:
U1 ( X 1 , A1 ) = ln X 1 + ln A1

U 2 ( X 2 , A2 ) = ln X 2 + ln A2
- :
e1 = (eX 1 , eA1 ) = (1, 0)

e2 = (eX 2 , eA 2 ) = (2, 0)
- .
- :
A = f ( L) = 2 L

19

-
.
1.
.
- w p.
p=1 w*.
- To

:

M 1 = w eX 1 + p eA1 + / 2 = w + / 2
M 2 = w eX 2 + p eA 2 + / 2 = 2 w + / 2
2.
.
20

max U1 ( X 1 , A1 ) = ln X 1 + ln A1

{ 1 , A1 }

s.t. wX 1 + A1 w + / 2

(UMP1)

0 X 1 1, A1 0
- UMP1 :

(1, / 2 )
( X 1 ( w), A1 ( w) ) =

2w + 2w +
,

, w / 2
4
4w

L1 ( w) =

, w / 2

, w / 2

2w
, w / 2
4w

(22)

(21)

(

1)

1)
21

max U 2 ( X 2 , A2 ) = ln X 2 + ln A2

{ X 2 , A2 }

s.t. wX 2 + A2 2w + / 2

(UMP1)

0 X 2 2, A2 0
- UMP2 :

( 2, / 2 )
( X 2 ( w), A2 ( w) ) =

4w + 4w +
,

, w / 4
4
4w

L2 ( w) =

, w / 4

, w / 4

4w
, w / 4
4w

(24)

(23)

(

2)

2)
22

3.
.

max = A wL
{ L , A}

s.t. A = 2 L
L, A 0

max = 2 L wL

(PMP)

{ L}

s.t. L 0

- PMP :

L( w) = 1/ w2
A( w) = 2 / w

(25)
(26)

( )
( )

( w) = 1/ w

( )
(27)
4.
.
(
)

i DL = S L L( w) = L1 ( w) + L2 ( w) (28)
[, : DX = S X X 1 (w) + X 2 (w) + L( w) = 3

(
) ]

i DA = S A A1 ( w) + A2 ( w) = A( w) (29)

(
)

-
w.
(27)

w / 4 w 1/ 2 , :
(22),(24)
1
L( w) = L1 ( w) + L2 ( w)
= 0 :
2
(25)
w
(27)

/ 4 w / 2 1/ 2 w 2 / 2 , :
(22),(24)

L( w) = L1 ( w) + L2 ( w)

(25)

w = 5/2 :

(27)

w / 2 w 2 / 2 , :
(22),(24)

L( w) = L1 ( w) + L2 ( w)

(25)

w =1

- (w*=1)
, :

 * = 1, A* = 2, L* = 1, L*1 = 1/ 4, L*2 = 3 / 4, A1* = 3 / 4, A2* = 5 / 4,

X 1* = 3 / 4, X 2* = 5 / 4 U1* = ln(9 /16), U 2* = ln(25 /16)
- , :
(w*, p*) = (1, 1)

( )

( ( X , A , L ),( X , A , L )) = ( (3/ 4, 3/ 4, 1/ 4), (5/ 4, 5/ 4, 3/ 4))

*
1

*
1

*
1

*
2

*
2

*
2

( L* , A* ) = (1, 2)
*
*
U
,
U
( 1 2 ) = ( ln(9 /16), ln(25/16))

(
)

( )

- (27) (22), (24)
:
0

L1 ( w) =

, w 2 2

1
1
2 , w 2 2
2 4w

(30)

(
1)
25

L2 ( w) =

, w 1/ 2

1
1 2 , w 1/ 2
4w

(31)

(
2)

- (30), (31)
:

0
LS ( w) =

, w 1/ 2

1
1 2 , 1/2 w 2 / 2 (32)
4w

(
)

3
1
2 , w 2 / 2
2 2w

26

LS ( w)

w*=1
2/2

1/2

L( w)
1/2 1

3/2

L1 , L

27