Mathematics II (S1, 2017)

OYAMA Daisuke
oyama@e.u-tokyo.ac.jp

TA: Masaki Miyashita

Monday, Thursday 10:25-12:10
First session April 6
Class room Conference Room, Kojima Hall 2nd floor

Syllabus (PDF file)

The aim of this course is to provide students with basic tools in Analysis that are needed in advanced level micro and macro economics. The course covers the main part of the Mathematical Appendices in Kreps.

Exam

Final May 29 Examination Schedule

Textbook

D. M. Kreps, Microeconomic Foundations I: Choice and Competitive Markets, Princeton University Press, 2012. [Amazon] Student's Guide Errata

References

G. Debreu, Theory of Value, Yale University Press, 1959. [Download]
N.L. Stokey and R.E. Lucas, Recursive Methods in Economic Dynamics, Harvard University Press, 1989. [Amazon]
M.L. Puterman, Markov Decision Processes: Discrete Stochastic Dynamic Programming, Wiley-Interscience, 2005.

Topics

  1. Real numbers
  2. Some simple real analysis
  3. Correspondences
  4. Convex sets and (quasi-)concave functions
  5. Differentiation
  6. Negative (semi-)definite matrices
  7. Separating hyperplane theorems
  8. Constrained optimization
  9. Envelope theorem
  10. Fixed-point theory
  11. Dynamic programming

Notes

On the (Non-)Differentiability of the Optimal Value Function When the Optimal Solution Is Unique
On the Differentiability of the Value Function

Office hours

Friday 14:00-15:30
Economics Research Building 10th floor, 1012