Microeconomic_Foundations_I__Choice_and__－_Kreps

Most of Proposition 1.2, and More
1.3. The No-Better-Than Sets and Utility Representations
1.4. Strict Preference and Indifference
1.5. Infinite Sets and Utility Representations
1.6. Choice from Infinite Sets
1.7. Equivalent Utility Representations
1.8. Commentary
Bibliographic Notes
Problems
Chapter Two. Structural Properties of Preferences and Utility Functions
2.1. Monotonicity
2.2. Convexity
2.3. Continuity
2.4. Indifference Curve Diagrams
2.5. Weak and Additive Separability
2.6. Quasi-linearity
2.7. Homotheticity
Bibliographic Notes
Problems
Chapter Three. Basics of Consumer Demand
3.1. The Consumer’s Problem
3.2. Basic Facts about the CP
3.3. The Marshallian Demand Correspondence and Indirect Utility Function
3.4. Solving the CP with Calculus
Bibliographic Notes
Problems
Chapter Four. Revealed Preference and Afriat’s Theorem
4.1. An Example and Basic Ideas
4.2. GARP and Afriat’s Theorem
4.3. Comparative Statics and the Own-Price Effect
Bibliographic Notes
Problems
Chapter Five. Choice under Uncertainty
5.1. Two Models and Three Representations
5.2. The Mixture-Space Theorem
5.3. States of Nature and Subjective Expected Utility
5.4. Subjective and Objective Probability and the Harsanyi Doctrine
5.5. Empirical and Theoretical Critiques
Bibliographic Notes
Problems
Chapter Six. Utility for Money
6.1. Properties of Utility Functions for Money
6.2. Induced Preferences for Income
6.3. Demand for Insurance and Risky Assets
Bibliographic Notes
Problems
Chapter Seven. Dynamic Choice
7.1. The Standard Strategic Approach
7.2. Dynamic Programming
7.3. Testable Restrictions of the Standard Model
7.4. Three Alternatives to the Standard Model
Bibliographic Notes
Problems
Chapter Eight. Social Choice and Efficiency
8.1. Arrow’s Theorem
8.2. What Do We Give Up?
8.3. Efficiency
8.4. Identifying the Pareto Frontier: Utility Imputations and Bergsonian
Social Utility Functionals
8.5. Syndicate Theory and Efficient Risk Sharing: Applying Proposition
8.10
8.6. Efficiency?
Bibliographic Notes
Problems
Chapter Nine. Competitive and Profit-Maximizing Firms
9.1. The Production-Possibility Set
9.2. Profit Maximization
9.3. Basics of the Firm’s Profit-Maximization Problem
9.4. Afriat’s Theorem for Firms
9.5. From Profit Functions to Production-Possibility Sets
9.6. How Many Production-Possibility Sets Give the Same Profit Function?
9.7. What Is Going On Here, Mathematically?
9.8. Differentiability of the Profit Function
9.9. Cost Minimization and Input-Requirement Sets
9.10. Why Do We Care?
Bibliographic Notes
Problems
Chapter Ten. The Expenditure-Minimization Problem
10.1. Defining the EMP
10.2. Basic Analysis of the EMP
10.3. Hicksian Demand and the Expenditure Function
10.4. Properties of the Expenditure Function
10.5. How Many Continuous Utility Functions Give the Same Expenditure
Function?
10.6. Recovering Continuous Utility Functions from Expenditure Functions
10.7. Is an Alleged Expenditure Function Really an Expenditure Function?
10.8. Connecting the CP and the EMP
Bibliographic Notes
Problems
Chapter Eleven. Classic Demand Theory
11.1. Roy’s Identity and the Slutsky Equation
11.2. Differentiability of Indirect Utility
11.3. Duality of Utility and Indirect Utility
11.4. Differentiability of Marshallian Demand
11.5. Integrability
11.6. Complements and Substitutes
11.7. Integrability and Revealed Preference
Bibliographic Notes
Problems
Chapter Twelve. Producer and Consumer Surplus
12.1. Producer Surplus
12.2. Consumer Surplus
Bibliographic Notes
Problems
Chapter Thirteen. Aggregating Firms and Consumers
13.1. Aggregating Firms
13.2. Aggregating Consumers
13.3. Convexification through Aggregation
Bibliographic Notes
Problems
Chapter Fourteen. General Equilibrium
14.1. Definitions
14.2. Basic Properties of Walrasian Equilibrium
14.3. The Edgeworth Box
14.4. Existence of Walrasian Equilibria
14.5. The Set of Equilibria for a Fixed Economy
14.6. The Equilibrium Correspondence
Bibliographic Notes
Problems
Chapter Fifteen. General Equilibrium, Efficiency, and the Core
15.1. The First Theorem of Welfare Economics
15.2. The Second Theorem of Welfare Economics
15.3. Walrasian Equilibria Are in the Core
15.4. In a Large Enough Economy, Every Core Allocation Is a Walrasian-
Equilibrium Allocation
15.5. Externalities and Lindahl Equilibrium
Bibliographic Notes
Problems
Chapter Sixteen. General Equilibrium, Time, and Uncertainty
16.1. A Framework for Time and Uncertainty
16.2. General Equilibrium with Time and Uncertainty
16.3. Equilibria of Plans, Prices, and Price Expectations: I. Pure Exchange
with Contingent Claims
16.4. EPPPE: II. Complex Financial Securities and Complete Markets
16.5. EPPPE: III. Complex Securities with Real Dividends and Complete
Markets
16.6. Incomplete Markets
16.7. Firms
Bibliographic Notes
Problems
About the Appendices
Appendix One: Mathematical Induction
Appendix Two: Some Simple Real Analysis
A2.1. The Setting
A2.2. Distance, Neighborhoods, and Open and Closed Sets
A2.3. Sequences and Limits
A2.4. Boundedness, (Completeness), and Compactness
A2.5. Continuous Functions
A2.6. Simply Connected Sets and the Intermediate-Value Theorem
A2.7. Suprema and Infima; Maxes and Mins
A2.8. The Maximum of a Continuous Function on a Compact Set
A2.9. Lims Sup and Inf
A2.10. Upper and Lower Semi-continuous Functions
Appendix Three: Convexity
A3.1. Convex Sets
A3.2. The Separating- and Supporting-Hyperplane Theorems
A3.3. The Support-Function Theorem
A3.4. Concave and Convex Functions
A3.5. Quasi-concavity and Quasi-convexity
A3.6. Supergradients and Subgradients
A3.7. Concave and Convex Functions and Calculus
Appendix Four: Correspondences
A4.1. Functions and Correspondences
A4.2. Continuity of Correspondences
A4.3. Singleton-Valued Correspondences and Continuity
A4.4. Parametric Constrained Optimization Problems and Berge’s Theorem
A4.5. Why this Terminology?
Appendix Five: Constrained Optimization
Appendix Six: Dynamic Programming
A6.1. Several Examples
A6.2. A General Formulation
A6.3. Bellman’s Equation
A6.4. Conserving and Unimprovable Strategies
A6.5. Additive Rewards
A6.6. States of the System
A6.7. Solving Finite-Horizon Problems
A6.8. Infinite-Horizon Problems and Stationarity
A6.9. Solving Infinite-Horizon (Stationary) Problems with Unimprovability
A6.10. Policy Iteration (and Transience)
A6.11. Value Iteration
A6.12. Examples
A6.13. Things Not Covered Here: Other Optimality Criteria; Continuous
Time and Control Theory
A6.14. Multi-armed Bandits and Complexity
A6.15. Four More Problems You Can Solve
Appendix Seven: The Implicit Function Theorem
Appendix Eight: Fixed-Point Theory
References
Index

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