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| A significant aspect of the Pareto frontier in economics is that, at a Pareto-efficient allocation, the marginal rate of substitution is the same for all consumers. A formal statement can be derived by considering a system with m consumers and n goods, and a utility function of each consumer as <math>z_i=f^i(x^i)</math> where <math>x^i=(x_1^i, x_2^i, \ldots, x_n^i)</math> is the vector of goods, both for all i. The feasibility constraint is <math>\sum_{i=1}^m x_j^i = b_j</math> for <math>j=1,\ldots,n</math>. To find the Pareto optimal allocation, we maximize the Lagrangian: | | A significant aspect of the Pareto frontier in economics is that, at a Pareto-efficient allocation, the marginal rate of substitution is the same for all consumers. A formal statement can be derived by considering a system with m consumers and n goods, and a utility function of each consumer as <math>z_i=f^i(x^i)</math> where <math>x^i=(x_1^i, x_2^i, \ldots, x_n^i)</math> is the vector of goods, both for all i. The feasibility constraint is <math>\sum_{i=1}^m x_j^i = b_j</math> for <math>j=1,\ldots,n</math>. To find the Pareto optimal allocation, we maximize the Lagrangian: |
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− | 经济学中,帕累托边界的一个重要方面是在帕累托有效分配中,所有消费者的'''边际替代率 the marginal rate of substitution'''是相同的。一个正式的陈述可以通过考虑一个有''m''个消费者和''n''个商品的系统,以及每个消费者的效用函数'''<font color="#32CD32">此处需插入公式'''来推导出。在这个效用方程中,对所有的''i'','''<font color="#32CD32">此处需插入公式'''是商品的矢量。可行性约束为'''<font color="#32CD32">此处需插入公式'''。为了找到帕累托最优分配,我们最大化'''拉格朗日函数 Lagrangian''': | + | 经济学中,帕累托边界的一个重要方面是在帕累托有效分配中,所有消费者的'''边际替代率 the marginal rate of substitution'''是相同的。一个正式的陈述可以通过考虑一个有''m''个消费者和''n''个商品的系统,以及每个消费者的效用函数<math>z_i=f^i(x^i)</math>来推导出。在这个效用方程中,对所有的''i'',<math>x^i=(x_1^i, x_2^i, \ldots, x_n^i)</math>是商品的矢量。可行性约束为<math>\sum_{i=1}^m x_j^i = b_j</math>。为了找到帕累托最优分配,我们最大化'''拉格朗日函数 Lagrangian''': |
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| : <math>L_i((x_j^k)_{k,j}, (\lambda_k)_k, (\mu_j)_j)=f^i(x^i)+\sum_{k=2}^m \lambda_k(z_k- f^k(x^k))+\sum_{j=1}^n \mu_j \left( b_j-\sum_{k=1}^m x_j^k \right)</math> | | : <math>L_i((x_j^k)_{k,j}, (\lambda_k)_k, (\mu_j)_j)=f^i(x^i)+\sum_{k=2}^m \lambda_k(z_k- f^k(x^k))+\sum_{j=1}^n \mu_j \left( b_j-\sum_{k=1}^m x_j^k \right)</math> |
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− | <math>L_i((x_j^k)_{k,j}, (\lambda_k)_k, (\mu_j)_j)=f^i(x^i)+\sum_{k=2}^m \lambda_k(z_k- f^k(x^k))+\sum_{j=1}^n \mu_j \left( b_j-\sum_{k=1}^m x_j^k \right)</math>
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| where <math>(\lambda_k)_k</math> and <math>(\mu_j)_j</math> are the vectors of multipliers. Taking the partial derivative of the Lagrangian with respect to each good <math>x_j^k</math> for <math>j=1,\ldots,n</math> and <math>k=1,\ldots, m</math> and gives the following system of first-order conditions: | | where <math>(\lambda_k)_k</math> and <math>(\mu_j)_j</math> are the vectors of multipliers. Taking the partial derivative of the Lagrangian with respect to each good <math>x_j^k</math> for <math>j=1,\ldots,n</math> and <math>k=1,\ldots, m</math> and gives the following system of first-order conditions: |
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− | 其中'''<font color="#32CD32">此处需插入公式'''和'''<font color="#32CD32">此处需插入公式'''是乘子的向量。取关于商品的拉格朗日函数的偏导数,,并给出以下一阶条件系统: | + | 其中<math>(\lambda_k)_k</math>和<math>(\mu_j)_j</math>是乘子的向量。取关于商品的拉格朗日函数的偏导数<math>x_j^k</math> (<math>j=1,\ldots,n</math> ,<math>k=1,\ldots, m</math>),并给出以下一阶条件系统: |
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| : <math>\frac{\partial L_i}{\partial x_j^i} = f_{x^i_j}^1-\mu_j=0\text{ for }j=1,\ldots,n,</math> | | : <math>\frac{\partial L_i}{\partial x_j^i} = f_{x^i_j}^1-\mu_j=0\text{ for }j=1,\ldots,n,</math> |
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− | <math>\frac{\partial L_i}{\partial x_j^i} = f_{x^i_j}^1-\mu_j=0\text{ for }j=1,\ldots,n,</math>
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| 因此,在帕累托最优分配中,所有消费者的边际替代率必须相同。<ref>Wilkerson, T., ''Advanced Economic Theory'' ([[Waltham Abbey]]: Edtech Press, 2018), [https://books.google.com/books?id=UtW_DwAAQBAJ&pg=PA114 p. 114].</ref> | | 因此,在帕累托最优分配中,所有消费者的边际替代率必须相同。<ref>Wilkerson, T., ''Advanced Economic Theory'' ([[Waltham Abbey]]: Edtech Press, 2018), [https://books.google.com/books?id=UtW_DwAAQBAJ&pg=PA114 p. 114].</ref> |
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| === Computation 计算=== | | === Computation 计算=== |