../dvi98/me98enve.dvi
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- ゆゆこ あみおか
- 5 years ago
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1 Chapter 5 1
2 2 CHAPTER (x ) 2 +(y + ) 2 1=j 2 R9 x + y = x + y = p 2 x + y = p 2 ff(x; y; ) =j 2 Rg ( f(x; y; f(x; y; ) = (5:1) f 3 (x; y) = f 3 (x; y) ==)9 : f(x; y;
3 Y = p LK L K w r wl rk L 3 (Y; w; r) = r r w Y; K 3 (Y;w;r)= r w r Y wl + rk C(Y ; w; r) =2 p wry (5:2) wl K Y K L + (Y; K; w; r) = Y 2 K wl + rk c(y; K; w; r) =w Y 2 K + rk K C x (5.2) C(Y ; w; r) =c(y;k 3 (Y;w;r); w; r) Y 5.3 Maximize f(x; ) subject to g(x; ) (5:3)
4 4 CHAPTER 5. ` (5.3) Lagrangian 8(x; ; ) =f(x; )+g(x; ) 8 x (x();();)=; g (x();)= (5:4) x() (5.3) x() F () =f (x();) (5:5) 9() =f(x();)+()g(x();) (5:6) maximum value function 2 9() =8(x();();) 1 F 8 8j 2f1; ; ) = j. 9 = 8 x 1 x (5.8) = 8 x 1 x + g 1 +8 (5.9) = 8 (5.1) (5.4) F = f x 1 x + f (5.11) = 1 g x 1 x + f (5.12) = 1 g + f (5.13) = 8 (5.14) f x = 1 g x (5.4) g x 1 x + g j j j j j Lagrangian
5 p i i I x(p; I) Lagrange (p; I) =(p; I) maximum value function 1 v(p; I) :=u (x(p; I)) (5:15) 8(x; ; p; I) :=u(x)+ (I p (p; I) =@8(x; ; p; I) =(p; I) Lagrange 1 8j 2f1; 2;...;ng (p; I) (x; ; p; I) =(p; I)x j (p; I) j (p; I) > (5.16) 8j 2f1; 2;...;ng : (p; I)+x j (p; (p; I) = Roy (5.16) (5.18) 2 Lagrange Maximize f(x)subject to b g(x) ; x (5:19) x b m g(x) x f(x) 1 = b x(b) Lagrange j (b) maximum value function F (b) =f (x(b)) 8(x; ; b) :=f(x)+ 1 (b g(x)) 8j 2f1; 2;...;mg (b) = j (b) j Lagrange j j j (b) j (shadow price)
6 6 CHAPTER 5. 3 w x f(x) y Maximize w 1 x subject to f(x) y ; x (5:21) x(w; y) Lagrange (w; y) maximum value function 8i 2f1; 2;...;ng : C(w; y) :=w 1 x(w; y) (5:22) 8(x; ; w; y) :=w 1 x + (f(x) (w; y) = (x; ; w; y) =(w; y) (w; y) (x; ; w; y) =x i (w; y) > i Lagrange (5.24) Shephard-McKenzie C(w; y) i i (5:25) (w; y) (5:26) (5.25) i j j i 4 w x (n p y (m ) g(x; y) 1 Maximize p 1 y w 1 xsubject to g(x; y) ; x ; y (5:27) x(p; y),y(p; w) maximum value function (p; w) =p 1 y(p; w) w 1 x(p; w) (5:28) Lagrangian 8(x; y; ; p; w) =p 1 y w 1 x + g(x; y) (p; w) =y i i (5:29) (p; w) =x j < (5:3) 1
7 (5.29) (5.3) Hotelling (5.25) i j (5:31) i i (5:32) j i (5:33)
8 8 CHAPTER f(x) x 2 R n y w 2 R n minimize w 1 x subject to f(x) y; x w y x(w; y) C(y) =w 1 x(w; y) (5.23) (5.24) (5.25),(5.25) x i ij x ij n 2 n (w; y) 5 x(w; y) w 8 >:x(w; y) =x(w; y) 2 f(x 1 ;x 2 ;...;x n ) m (f m ) 8 >: f(x 1 ;x 2 ;...;x n )= m f(x 1 ;x 2 ;...;x n x 1 x 2 + x n = mf(x 1 ;x 2 ;...;x n n B@ x x 1n CA B@ w 1. 1 CA = (5:34) x n1 111 x nn w n 6 1 C(w; y) w 1 x(w; y) w
9 C(w; y) w C(w; y) w C(w; y) 8z : z Sz 8i : x ii 2 i 1 (i) C(w; y) i = x i > B@ 8i : x ii 2 i x x 1n CA B@ w 1. 1 CA = x n1 111 x nn w n (iii) 8z 6= : (8 6= : w 6= z : z Sz < ) =) (rank(s) =n 1 and 8i : x ii < ) 8 x ij (= x ji ) i j x ij (= x ji ) i j i j i i j i j i i j 9 3 Sw = x ii < minimize p 1 x subject to u(x) u; x 2
10 1 CHAPTER 5. x 2 R n p 2 R n u x 3 (p; u) E(p; u) p 1 x 3 (p; u) w! p f(x)! u(x) y! u x 3 ij(p; j ; S 3 =(x 3 ij) ij 1 2 (i) E(p; u) p (ii) i = x 3 i B@ 8i : x 3 ii 2 i x x 3 1n CA B@ p CA = x 3 n1 111 x 3 nn p n (iii) 8z 6= : (8 6= : w 6= z : z S 3 z<) =) (rank(s 3 )=n 1 and8i : x 3 ii < ) maximize u(x); subject to p 1 x m; and x x(p; m) v(p; m) u(x(p; m)) 3 p m u = v(p; m) E(p; u) =m (5:35) x 3 (p; u)=x(p; m) (5:36) 4
11 x(p; = x 3 ij x (5:37) 1 S 3 11 i (p; i (p; i >
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(2016 2Q H) [ ] R 2 2 P = (a, b), Q = (c, d) Q P QP = ( ) a c b d (a c, b d) P = (a, b) O P ( ) a p = b P = (a, b) p = ( ) a b R 2 {( ) } R 2 x = x, y
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(2016 2Q H) [ ] R 2 2 P = (a, b), Q = (c, d) Q P QP = a c b d (a c, b d) P = (a, b) O P a p = b P = (a, b) p = a b R 2 { } R 2 x = x, y R y 2 a p =, c q = b d p + a + c q = b + d q p P q a p = c R c b
訪問看護ステーションにおける安全性及び安定的なサービス提供の確保に関する調査研究事業報告書
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平成１８年度「商品先物取引に関する実態調査」報告書
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（個別のテーマ） 薬剤に関連した医療事故
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