Dynamic consumer theory :: a premier treatise with stochastic dynamic Slutsky equations /
This book is the first treatise on consumer theory in a dynamic framework. It expands the conventional static consumer theory into a stochastic dynamic framework accommodating various combinations of uncertainties in future income, life-span and future preferences. These extensions incorporate reali...
Gespeichert in:
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| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
New York :
Nova Publishers,
[2014]
|
| Schriftenreihe: | Business economics in a rapidly-changing world series.
|
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Zusammenfassung: | This book is the first treatise on consumer theory in a dynamic framework. It expands the conventional static consumer theory into a stochastic dynamic framework accommodating various combinations of uncertainties in future income, life-span and future preferences. These extensions incorporate realistic and intrinsic characteristics of the consumer decision into the analysis of consumer theory. Novel innovations to the field of consumer theory presented in the book include wealth-dependent ordinary demand, inter-temporal indirect utility function, wealth compensated demand, wealth expenditure. |
| Beschreibung: | 1 online resource. |
| Bibliographie: | Includes bibliographical references and index. |
| ISBN: | 9781633218109 1633218104 |
Internformat
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| 245 | 0 | 0 | |a Dynamic consumer theory : |b a premier treatise with stochastic dynamic Slutsky equations / |c editor, David Wing Kay Yeung. |
| 264 | 1 | |a New York : |b Nova Publishers, |c [2014] | |
| 300 | |a 1 online resource. | ||
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| 490 | 1 | |a Business economics in a rapidly-changing world | |
| 588 | 0 | |a Print version record. | |
| 504 | |a Includes bibliographical references and index. | ||
| 505 | 0 | |a DYNAMIC CONSUMER THEORY: A PREMIER TREATISE WITH STOCHASTIC DYNAMIC SLUTSKY EQUATIONS; DYNAMIC CONSUMER THEORY: A PREMIER TREATISE WITH STOCHASTIC DYNAMIC SLUTSKY EQUATIONS; Library of Congress Cataloging-in-Publication Data; CONTENTS; PREFACE; FOREWORD; ABOUT THE AUTHOR; Chapter 1: INTRODUCTION; Chapter 2: STATIC CONSUMER THEORY: A REVIEW; 2.1. UTILITY MAXIMIZATION; 2.2. LAGRANGE MULTIPLIER AND ROY'S IDENTITY; 2.4. DUALITY BETWEEN UTILITY MAXIMIZATION AND EXPENDITURE MINIMIZATION; 2.5. SLUTSKY'S EQUATION; 2.6. AN ILLUSTRATION; 2.7. PREFERENCE UNDER UNCERTAINTY AND EXPECTED UTILITY. | |
| 505 | 8 | |a 2.8. TECHNICAL APPENDICES2.9. CHAPTER NOTES; 2.10. PROBLEMS; Chapter 3: DISCRETE-TIME DYNAMIC OPTIMIZATION; 3.1. DISCRETE-TIME DYNAMIC PROGRAMMING; 3.2. DISCRETE-TIME STOCHASTIC DYNAMIC PROGRAMMING; 3.3. DYNAMIC OPTIMIZATION UNDER RANDOM HORIZON; 3.4. STOCHASTIC DYNAMIC OPTIMIZATION UNDER RANDOM HORIZON; 3.5. DYNAMIC OPTIMIZATION UNDER UNCERTAIN FUTURE PAYOFF STRUCTURES; 3.6. APPENDICES; 3.7. CHAPTER NOTES; 3.8. PROBLEMS; Chapter 4: UTILITY MAXIMIZATION IN DYNAMIC FRAMEWORK; 4.1. INTER-TEMPORAL UTILITY MAXIMIZATION; 4.2. THE INTER-TEMPORAL PRIMAL PROBLEM OF UTILITY MAXIMIZATION. | |
| 505 | 8 | |a 4.4. AN ILLUSTRATION WITH EXPLICIT UTILITY FUNCTION4.5. DYNAMIC UTILITY MAXIMIZATION UNDER UNCERTAINTY; 4.6. WEALTH-DEPENDENT ORDINARY DEMAND AND INDIRECT UTILITY; 4.7. INTER-TEMPORAL ROY'S IDENTITY UNDER STOCHASTIC INCOME; 4.8. AN ILLUSTRATION; 4.9. APPENDICES; APPENDIX 4.2: PROOF OF THEOREM 4.4.; 4.10. CHAPTER NOTES; 4.11. PROBLEMS; Chapter 5: DUALITY AND WEALTH COMPENSATED DEMAND; 5.1. THE DUAL PROBLEM OF WEALTH EXPENDITURE MINIMIZATION; 5.2. WEALTH COMPENSATED DEMAND AND WEALTH EXPENDITURE FUNCTION; 5.3. AN ILLUSTRATION; 5.4. WEALTH EXPENDITURE MINIMIZATION UNDER INCOME UNCERTAINTY. | |
| 505 | 8 | |a 5.5. AN ILLUSTRATION5.6. APPENDIX; 5.7. CHAPTER NOTES; 5.8. PROBLEMS; Chapter 6: DYNAMIC SLUTSKY EQUATIONS; 6.1. DYNAMIC SLUTSKY EQUATION; 6.2. DYNAMIC SLUTSKY EQUATION: AN ILLUSTRATION; 6.3. DIAGRAMMATIC ANALYSIS; 6.4. DYNAMIC SLUTSKY EQUATION UNDER INCOME UNCERTAINTY; 6.5. AN ILLUSTRATION; 6.6. DIAGRAMMATIC ANALYSIS; 6.7. CHAPTER NOTES; 6.8. PROBLEMS; Chapter 7: DYNAMIC CONSUMPTION UNDER RANDOM HORIZON AND UNCERTAIN INCOME; 7.1. DYNAMIC UTILITY MAXIMIZATION UNDER RANDOM LIFE-SPAN AND UNCERTAIN INCOME; 7.2. WEALTH-DEPENDENT ORDINARY DEMAND UNDER UNCERTAIN LIFE-SPAN AND INCOME. | |
| 505 | 8 | |a 7.3. INTERTEMPORAL ROY'S IDENTITY UNDER STOCHASTIC INCOME AND LIFE-SPAN7.4. Duality and Wealth Compensated Demand; 7.5. RANDOM HORIZON STOCHASTIC DYNAMIC SLUTSKY EQUATION; 7.6. AN ILLUSTRATION WITH EXPLICIT UTILITY FUNCTION; 7.7. APPENDICES; 7.8. CHAPTER NOTES; 7.9. PROBLEMS; Chapter 8: CONSUMPTION AMID UNCERTAINTIES IN INCOME, LIFE-SPAN AND PREFERENCES; 8.1. UTILITY MAXIMIZATION UNDER UNCERTAINTIES IN INCOMES, PREFERENCES AND LIFE-SPAN; 8.2. WEALTH-DEPENDENT ORDINARY DEMAND; 8.3. RANDOM HORIZON STOCHASTIC DYNAMIC ROY'S IDENTITY UNDER UNCERTAIN PREFERENCES. | |
| 520 | |a This book is the first treatise on consumer theory in a dynamic framework. It expands the conventional static consumer theory into a stochastic dynamic framework accommodating various combinations of uncertainties in future income, life-span and future preferences. These extensions incorporate realistic and intrinsic characteristics of the consumer decision into the analysis of consumer theory. Novel innovations to the field of consumer theory presented in the book include wealth-dependent ordinary demand, inter-temporal indirect utility function, wealth compensated demand, wealth expenditure. | ||
| 650 | 0 | |a Consumption (Economics) |x Mathematical models. |0 http://id.loc.gov/authorities/subjects/sh94002146 | |
| 650 | 0 | |a Stochastic analysis. |0 http://id.loc.gov/authorities/subjects/sh85128175 | |
| 650 | 6 | |a Analyse stochastique. | |
| 650 | 7 | |a BUSINESS & ECONOMICS |x Economics |x Macroeconomics. |2 bisacsh | |
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| 650 | 7 | |a Stochastic analysis |2 fast | |
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Datensatz im Suchindex
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| author2 | Yeung, David W. K., 1955- |
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| author_facet | Yeung, David W. K., 1955- |
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| callnumber-first | H - Social Science |
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| callnumber-raw | HB801 .D96 2014eb |
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| contents | DYNAMIC CONSUMER THEORY: A PREMIER TREATISE WITH STOCHASTIC DYNAMIC SLUTSKY EQUATIONS; DYNAMIC CONSUMER THEORY: A PREMIER TREATISE WITH STOCHASTIC DYNAMIC SLUTSKY EQUATIONS; Library of Congress Cataloging-in-Publication Data; CONTENTS; PREFACE; FOREWORD; ABOUT THE AUTHOR; Chapter 1: INTRODUCTION; Chapter 2: STATIC CONSUMER THEORY: A REVIEW; 2.1. UTILITY MAXIMIZATION; 2.2. LAGRANGE MULTIPLIER AND ROY'S IDENTITY; 2.4. DUALITY BETWEEN UTILITY MAXIMIZATION AND EXPENDITURE MINIMIZATION; 2.5. SLUTSKY'S EQUATION; 2.6. AN ILLUSTRATION; 2.7. PREFERENCE UNDER UNCERTAINTY AND EXPECTED UTILITY. 2.8. TECHNICAL APPENDICES2.9. CHAPTER NOTES; 2.10. PROBLEMS; Chapter 3: DISCRETE-TIME DYNAMIC OPTIMIZATION; 3.1. DISCRETE-TIME DYNAMIC PROGRAMMING; 3.2. DISCRETE-TIME STOCHASTIC DYNAMIC PROGRAMMING; 3.3. DYNAMIC OPTIMIZATION UNDER RANDOM HORIZON; 3.4. STOCHASTIC DYNAMIC OPTIMIZATION UNDER RANDOM HORIZON; 3.5. DYNAMIC OPTIMIZATION UNDER UNCERTAIN FUTURE PAYOFF STRUCTURES; 3.6. APPENDICES; 3.7. CHAPTER NOTES; 3.8. PROBLEMS; Chapter 4: UTILITY MAXIMIZATION IN DYNAMIC FRAMEWORK; 4.1. INTER-TEMPORAL UTILITY MAXIMIZATION; 4.2. THE INTER-TEMPORAL PRIMAL PROBLEM OF UTILITY MAXIMIZATION. 4.4. AN ILLUSTRATION WITH EXPLICIT UTILITY FUNCTION4.5. DYNAMIC UTILITY MAXIMIZATION UNDER UNCERTAINTY; 4.6. WEALTH-DEPENDENT ORDINARY DEMAND AND INDIRECT UTILITY; 4.7. INTER-TEMPORAL ROY'S IDENTITY UNDER STOCHASTIC INCOME; 4.8. AN ILLUSTRATION; 4.9. APPENDICES; APPENDIX 4.2: PROOF OF THEOREM 4.4.; 4.10. CHAPTER NOTES; 4.11. PROBLEMS; Chapter 5: DUALITY AND WEALTH COMPENSATED DEMAND; 5.1. THE DUAL PROBLEM OF WEALTH EXPENDITURE MINIMIZATION; 5.2. WEALTH COMPENSATED DEMAND AND WEALTH EXPENDITURE FUNCTION; 5.3. AN ILLUSTRATION; 5.4. WEALTH EXPENDITURE MINIMIZATION UNDER INCOME UNCERTAINTY. 5.5. AN ILLUSTRATION5.6. APPENDIX; 5.7. CHAPTER NOTES; 5.8. PROBLEMS; Chapter 6: DYNAMIC SLUTSKY EQUATIONS; 6.1. DYNAMIC SLUTSKY EQUATION; 6.2. DYNAMIC SLUTSKY EQUATION: AN ILLUSTRATION; 6.3. DIAGRAMMATIC ANALYSIS; 6.4. DYNAMIC SLUTSKY EQUATION UNDER INCOME UNCERTAINTY; 6.5. AN ILLUSTRATION; 6.6. DIAGRAMMATIC ANALYSIS; 6.7. CHAPTER NOTES; 6.8. PROBLEMS; Chapter 7: DYNAMIC CONSUMPTION UNDER RANDOM HORIZON AND UNCERTAIN INCOME; 7.1. DYNAMIC UTILITY MAXIMIZATION UNDER RANDOM LIFE-SPAN AND UNCERTAIN INCOME; 7.2. WEALTH-DEPENDENT ORDINARY DEMAND UNDER UNCERTAIN LIFE-SPAN AND INCOME. 7.3. INTERTEMPORAL ROY'S IDENTITY UNDER STOCHASTIC INCOME AND LIFE-SPAN7.4. Duality and Wealth Compensated Demand; 7.5. RANDOM HORIZON STOCHASTIC DYNAMIC SLUTSKY EQUATION; 7.6. AN ILLUSTRATION WITH EXPLICIT UTILITY FUNCTION; 7.7. APPENDICES; 7.8. CHAPTER NOTES; 7.9. PROBLEMS; Chapter 8: CONSUMPTION AMID UNCERTAINTIES IN INCOME, LIFE-SPAN AND PREFERENCES; 8.1. UTILITY MAXIMIZATION UNDER UNCERTAINTIES IN INCOMES, PREFERENCES AND LIFE-SPAN; 8.2. WEALTH-DEPENDENT ORDINARY DEMAND; 8.3. RANDOM HORIZON STOCHASTIC DYNAMIC ROY'S IDENTITY UNDER UNCERTAIN PREFERENCES. |
| ctrlnum | (OCoLC)897906590 |
| dewey-full | 339.4/7 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 339 - Macroeconomics and related topics |
| dewey-raw | 339.4/7 |
| dewey-search | 339.4/7 |
| dewey-sort | 3339.4 17 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| format | Electronic eBook |
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| id | ZDB-4-EBU-ocn897906590 |
| illustrated | Not Illustrated |
| indexdate | 2024-11-26T14:49:17Z |
| institution | BVB |
| isbn | 9781633218109 1633218104 |
| language | English |
| oclc_num | 897906590 |
| open_access_boolean | |
| owner | MAIN DE-863 DE-BY-FWS |
| owner_facet | MAIN DE-863 DE-BY-FWS |
| physical | 1 online resource. |
| psigel | ZDB-4-EBU |
| publishDate | 2014 |
| publishDateSearch | 2014 |
| publishDateSort | 2014 |
| publisher | Nova Publishers, |
| record_format | marc |
| series | Business economics in a rapidly-changing world series. |
| series2 | Business economics in a rapidly-changing world |
| spelling | Dynamic consumer theory : a premier treatise with stochastic dynamic Slutsky equations / editor, David Wing Kay Yeung. New York : Nova Publishers, [2014] 1 online resource. text txt rdacontent computer c rdamedia online resource cr rdacarrier Business economics in a rapidly-changing world Print version record. Includes bibliographical references and index. DYNAMIC CONSUMER THEORY: A PREMIER TREATISE WITH STOCHASTIC DYNAMIC SLUTSKY EQUATIONS; DYNAMIC CONSUMER THEORY: A PREMIER TREATISE WITH STOCHASTIC DYNAMIC SLUTSKY EQUATIONS; Library of Congress Cataloging-in-Publication Data; CONTENTS; PREFACE; FOREWORD; ABOUT THE AUTHOR; Chapter 1: INTRODUCTION; Chapter 2: STATIC CONSUMER THEORY: A REVIEW; 2.1. UTILITY MAXIMIZATION; 2.2. LAGRANGE MULTIPLIER AND ROY'S IDENTITY; 2.4. DUALITY BETWEEN UTILITY MAXIMIZATION AND EXPENDITURE MINIMIZATION; 2.5. SLUTSKY'S EQUATION; 2.6. AN ILLUSTRATION; 2.7. PREFERENCE UNDER UNCERTAINTY AND EXPECTED UTILITY. 2.8. TECHNICAL APPENDICES2.9. CHAPTER NOTES; 2.10. PROBLEMS; Chapter 3: DISCRETE-TIME DYNAMIC OPTIMIZATION; 3.1. DISCRETE-TIME DYNAMIC PROGRAMMING; 3.2. DISCRETE-TIME STOCHASTIC DYNAMIC PROGRAMMING; 3.3. DYNAMIC OPTIMIZATION UNDER RANDOM HORIZON; 3.4. STOCHASTIC DYNAMIC OPTIMIZATION UNDER RANDOM HORIZON; 3.5. DYNAMIC OPTIMIZATION UNDER UNCERTAIN FUTURE PAYOFF STRUCTURES; 3.6. APPENDICES; 3.7. CHAPTER NOTES; 3.8. PROBLEMS; Chapter 4: UTILITY MAXIMIZATION IN DYNAMIC FRAMEWORK; 4.1. INTER-TEMPORAL UTILITY MAXIMIZATION; 4.2. THE INTER-TEMPORAL PRIMAL PROBLEM OF UTILITY MAXIMIZATION. 4.4. AN ILLUSTRATION WITH EXPLICIT UTILITY FUNCTION4.5. DYNAMIC UTILITY MAXIMIZATION UNDER UNCERTAINTY; 4.6. WEALTH-DEPENDENT ORDINARY DEMAND AND INDIRECT UTILITY; 4.7. INTER-TEMPORAL ROY'S IDENTITY UNDER STOCHASTIC INCOME; 4.8. AN ILLUSTRATION; 4.9. APPENDICES; APPENDIX 4.2: PROOF OF THEOREM 4.4.; 4.10. CHAPTER NOTES; 4.11. PROBLEMS; Chapter 5: DUALITY AND WEALTH COMPENSATED DEMAND; 5.1. THE DUAL PROBLEM OF WEALTH EXPENDITURE MINIMIZATION; 5.2. WEALTH COMPENSATED DEMAND AND WEALTH EXPENDITURE FUNCTION; 5.3. AN ILLUSTRATION; 5.4. WEALTH EXPENDITURE MINIMIZATION UNDER INCOME UNCERTAINTY. 5.5. AN ILLUSTRATION5.6. APPENDIX; 5.7. CHAPTER NOTES; 5.8. PROBLEMS; Chapter 6: DYNAMIC SLUTSKY EQUATIONS; 6.1. DYNAMIC SLUTSKY EQUATION; 6.2. DYNAMIC SLUTSKY EQUATION: AN ILLUSTRATION; 6.3. DIAGRAMMATIC ANALYSIS; 6.4. DYNAMIC SLUTSKY EQUATION UNDER INCOME UNCERTAINTY; 6.5. AN ILLUSTRATION; 6.6. DIAGRAMMATIC ANALYSIS; 6.7. CHAPTER NOTES; 6.8. PROBLEMS; Chapter 7: DYNAMIC CONSUMPTION UNDER RANDOM HORIZON AND UNCERTAIN INCOME; 7.1. DYNAMIC UTILITY MAXIMIZATION UNDER RANDOM LIFE-SPAN AND UNCERTAIN INCOME; 7.2. WEALTH-DEPENDENT ORDINARY DEMAND UNDER UNCERTAIN LIFE-SPAN AND INCOME. 7.3. INTERTEMPORAL ROY'S IDENTITY UNDER STOCHASTIC INCOME AND LIFE-SPAN7.4. Duality and Wealth Compensated Demand; 7.5. RANDOM HORIZON STOCHASTIC DYNAMIC SLUTSKY EQUATION; 7.6. AN ILLUSTRATION WITH EXPLICIT UTILITY FUNCTION; 7.7. APPENDICES; 7.8. CHAPTER NOTES; 7.9. PROBLEMS; Chapter 8: CONSUMPTION AMID UNCERTAINTIES IN INCOME, LIFE-SPAN AND PREFERENCES; 8.1. UTILITY MAXIMIZATION UNDER UNCERTAINTIES IN INCOMES, PREFERENCES AND LIFE-SPAN; 8.2. WEALTH-DEPENDENT ORDINARY DEMAND; 8.3. RANDOM HORIZON STOCHASTIC DYNAMIC ROY'S IDENTITY UNDER UNCERTAIN PREFERENCES. This book is the first treatise on consumer theory in a dynamic framework. It expands the conventional static consumer theory into a stochastic dynamic framework accommodating various combinations of uncertainties in future income, life-span and future preferences. These extensions incorporate realistic and intrinsic characteristics of the consumer decision into the analysis of consumer theory. Novel innovations to the field of consumer theory presented in the book include wealth-dependent ordinary demand, inter-temporal indirect utility function, wealth compensated demand, wealth expenditure. Consumption (Economics) Mathematical models. http://id.loc.gov/authorities/subjects/sh94002146 Stochastic analysis. http://id.loc.gov/authorities/subjects/sh85128175 Analyse stochastique. BUSINESS & ECONOMICS Economics Macroeconomics. bisacsh POLITICAL SCIENCE Economic Conditions. bisacsh Consumption (Economics) Mathematical models fast Stochastic analysis fast Yeung, David W. K., 1955- editor. https://id.oclc.org/worldcat/entity/E39PCjH4Cky3JmbbDRcTvcRmHP has work: Dynamic consumer theory (Text) https://id.oclc.org/worldcat/entity/E39PCH68HR3HMd3fxBYJ3PQhd3 https://id.oclc.org/worldcat/ontology/hasWork Print version: Dynamic consumer theory 9781633217966 (DLC) 2014031859 (OCoLC)885228063 Business economics in a rapidly-changing world series. http://id.loc.gov/authorities/names/no2010044917 FWS01 ZDB-4-EBU FWS_PDA_EBU https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=924718 Volltext |
| spellingShingle | Dynamic consumer theory : a premier treatise with stochastic dynamic Slutsky equations / Business economics in a rapidly-changing world series. DYNAMIC CONSUMER THEORY: A PREMIER TREATISE WITH STOCHASTIC DYNAMIC SLUTSKY EQUATIONS; DYNAMIC CONSUMER THEORY: A PREMIER TREATISE WITH STOCHASTIC DYNAMIC SLUTSKY EQUATIONS; Library of Congress Cataloging-in-Publication Data; CONTENTS; PREFACE; FOREWORD; ABOUT THE AUTHOR; Chapter 1: INTRODUCTION; Chapter 2: STATIC CONSUMER THEORY: A REVIEW; 2.1. UTILITY MAXIMIZATION; 2.2. LAGRANGE MULTIPLIER AND ROY'S IDENTITY; 2.4. DUALITY BETWEEN UTILITY MAXIMIZATION AND EXPENDITURE MINIMIZATION; 2.5. SLUTSKY'S EQUATION; 2.6. AN ILLUSTRATION; 2.7. PREFERENCE UNDER UNCERTAINTY AND EXPECTED UTILITY. 2.8. TECHNICAL APPENDICES2.9. CHAPTER NOTES; 2.10. PROBLEMS; Chapter 3: DISCRETE-TIME DYNAMIC OPTIMIZATION; 3.1. DISCRETE-TIME DYNAMIC PROGRAMMING; 3.2. DISCRETE-TIME STOCHASTIC DYNAMIC PROGRAMMING; 3.3. DYNAMIC OPTIMIZATION UNDER RANDOM HORIZON; 3.4. STOCHASTIC DYNAMIC OPTIMIZATION UNDER RANDOM HORIZON; 3.5. DYNAMIC OPTIMIZATION UNDER UNCERTAIN FUTURE PAYOFF STRUCTURES; 3.6. APPENDICES; 3.7. CHAPTER NOTES; 3.8. PROBLEMS; Chapter 4: UTILITY MAXIMIZATION IN DYNAMIC FRAMEWORK; 4.1. INTER-TEMPORAL UTILITY MAXIMIZATION; 4.2. THE INTER-TEMPORAL PRIMAL PROBLEM OF UTILITY MAXIMIZATION. 4.4. AN ILLUSTRATION WITH EXPLICIT UTILITY FUNCTION4.5. DYNAMIC UTILITY MAXIMIZATION UNDER UNCERTAINTY; 4.6. WEALTH-DEPENDENT ORDINARY DEMAND AND INDIRECT UTILITY; 4.7. INTER-TEMPORAL ROY'S IDENTITY UNDER STOCHASTIC INCOME; 4.8. AN ILLUSTRATION; 4.9. APPENDICES; APPENDIX 4.2: PROOF OF THEOREM 4.4.; 4.10. CHAPTER NOTES; 4.11. PROBLEMS; Chapter 5: DUALITY AND WEALTH COMPENSATED DEMAND; 5.1. THE DUAL PROBLEM OF WEALTH EXPENDITURE MINIMIZATION; 5.2. WEALTH COMPENSATED DEMAND AND WEALTH EXPENDITURE FUNCTION; 5.3. AN ILLUSTRATION; 5.4. WEALTH EXPENDITURE MINIMIZATION UNDER INCOME UNCERTAINTY. 5.5. AN ILLUSTRATION5.6. APPENDIX; 5.7. CHAPTER NOTES; 5.8. PROBLEMS; Chapter 6: DYNAMIC SLUTSKY EQUATIONS; 6.1. DYNAMIC SLUTSKY EQUATION; 6.2. DYNAMIC SLUTSKY EQUATION: AN ILLUSTRATION; 6.3. DIAGRAMMATIC ANALYSIS; 6.4. DYNAMIC SLUTSKY EQUATION UNDER INCOME UNCERTAINTY; 6.5. AN ILLUSTRATION; 6.6. DIAGRAMMATIC ANALYSIS; 6.7. CHAPTER NOTES; 6.8. PROBLEMS; Chapter 7: DYNAMIC CONSUMPTION UNDER RANDOM HORIZON AND UNCERTAIN INCOME; 7.1. DYNAMIC UTILITY MAXIMIZATION UNDER RANDOM LIFE-SPAN AND UNCERTAIN INCOME; 7.2. WEALTH-DEPENDENT ORDINARY DEMAND UNDER UNCERTAIN LIFE-SPAN AND INCOME. 7.3. INTERTEMPORAL ROY'S IDENTITY UNDER STOCHASTIC INCOME AND LIFE-SPAN7.4. Duality and Wealth Compensated Demand; 7.5. RANDOM HORIZON STOCHASTIC DYNAMIC SLUTSKY EQUATION; 7.6. AN ILLUSTRATION WITH EXPLICIT UTILITY FUNCTION; 7.7. APPENDICES; 7.8. CHAPTER NOTES; 7.9. PROBLEMS; Chapter 8: CONSUMPTION AMID UNCERTAINTIES IN INCOME, LIFE-SPAN AND PREFERENCES; 8.1. UTILITY MAXIMIZATION UNDER UNCERTAINTIES IN INCOMES, PREFERENCES AND LIFE-SPAN; 8.2. WEALTH-DEPENDENT ORDINARY DEMAND; 8.3. RANDOM HORIZON STOCHASTIC DYNAMIC ROY'S IDENTITY UNDER UNCERTAIN PREFERENCES. Consumption (Economics) Mathematical models. http://id.loc.gov/authorities/subjects/sh94002146 Stochastic analysis. http://id.loc.gov/authorities/subjects/sh85128175 Analyse stochastique. BUSINESS & ECONOMICS Economics Macroeconomics. bisacsh POLITICAL SCIENCE Economic Conditions. bisacsh Consumption (Economics) Mathematical models fast Stochastic analysis fast |
| subject_GND | http://id.loc.gov/authorities/subjects/sh94002146 http://id.loc.gov/authorities/subjects/sh85128175 |
| title | Dynamic consumer theory : a premier treatise with stochastic dynamic Slutsky equations / |
| title_auth | Dynamic consumer theory : a premier treatise with stochastic dynamic Slutsky equations / |
| title_exact_search | Dynamic consumer theory : a premier treatise with stochastic dynamic Slutsky equations / |
| title_full | Dynamic consumer theory : a premier treatise with stochastic dynamic Slutsky equations / editor, David Wing Kay Yeung. |
| title_fullStr | Dynamic consumer theory : a premier treatise with stochastic dynamic Slutsky equations / editor, David Wing Kay Yeung. |
| title_full_unstemmed | Dynamic consumer theory : a premier treatise with stochastic dynamic Slutsky equations / editor, David Wing Kay Yeung. |
| title_short | Dynamic consumer theory : |
| title_sort | dynamic consumer theory a premier treatise with stochastic dynamic slutsky equations |
| title_sub | a premier treatise with stochastic dynamic Slutsky equations / |
| topic | Consumption (Economics) Mathematical models. http://id.loc.gov/authorities/subjects/sh94002146 Stochastic analysis. http://id.loc.gov/authorities/subjects/sh85128175 Analyse stochastique. BUSINESS & ECONOMICS Economics Macroeconomics. bisacsh POLITICAL SCIENCE Economic Conditions. bisacsh Consumption (Economics) Mathematical models fast Stochastic analysis fast |
| topic_facet | Consumption (Economics) Mathematical models. Stochastic analysis. Analyse stochastique. BUSINESS & ECONOMICS Economics Macroeconomics. POLITICAL SCIENCE Economic Conditions. Consumption (Economics) Mathematical models Stochastic analysis |
| url | https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=924718 |
| work_keys_str_mv | AT yeungdavidwk dynamicconsumertheoryapremiertreatisewithstochasticdynamicslutskyequations |