講義名 ミクロ経済理論 ≪大学院≫
講義開講時期 前期
曜日・時限 金6
単位数 2

担当教員
氏名
齋藤 哲哉

学習目標(到達目標) The aim of this course is to build the basis of microeconomics based on solid mathematical knowledge. After finishing this course, students are expected to understand basic tools of advanced microeconomic theory, such as topology, convex analysis, fixed point theorems, and probability theory.
授業概要(教育目的) This course begins with basic set theory and topology space that is the basis of mathematical economics. After understanding topology, we proceed to topics in utility, uncertainty, convex programming, and game theory. To deal with equilibrium, we also learn some fixed point theorems.
授業計画表
 
項目内容
第1回GuidanceLecture plan and evaluation policy are introduced.
第2回Set Theory and Topological Space 1Aim & Scope: Basic set theory and concept of topological space are introduced.

Goal: Understanding why set theory and topological space must be introduced in economics.
第3回Set Theory and Topological Space 2Aim & Scope: Several important characteristics and results in topological space are introduced.

Goal: Understanding basic behavior of topological space.
第4回Measure and Preference RelationAim & Scope: We learn how to measure distance between two things to extend our thinking to preference field.

Goal: Understanding how to generate indifference curve.
第5回Measure and Stochastic EventsAim & Scope: We learn how to measure probability of an event.

Goal: Understanding what is measure-zero and what is stochastic event.
第6回Convex Analysis and Optimization Problems 1Aim & Scope: We learn what are convex set and separating hyper-plane to extend our thinking to constrained optimization problems.

Goal: Rethinking utility/production maximization and expenditure/cost minimization problems in a more general way.
第7回Convex Analysis and Optimization Problems 2Aim & Scope: Applications and limitations of the method of Lagrange multiplier are introduced.

Goal: Understanding the use of the method, KKT condition, Farkas's lemma, and cusp.
第8回Envelope Theorem and Its ApplicationsAim & Scope: Envelope theorem and its applications to economics are introduced.

Goal: Understanding how to use envelope theorem in economics.
第9回Fixed Point Theorems and Market EquilibriaAim & Scope: Brower's, Kakutani's, and contraction mapping are introduced to apply them in economics.

Goal: Understanding why equilibria in economics are fixed points.
第10回Introduction to Game TheoryAim & Scope: Basic frameworks of normal form and strategic form games are introduced.

Goal: Understanding games in more general form.
第11回Existence of Nash Equilibria and Fixed Point TheoremsAim & Scope: Existence of Nash equilibria is discussed.

Goal: Understanding existence and non-existence of pure and mixed strategy Nash equilibria.
第12回Introductions to Dynamic Programming and Dynamic GamesAim & Scope: We learn basic philosophy of dynamic programming and how to apply to an economic analysis.

Goal: Understanding Bellman equation and its handling.
第13回Search and Matching ModelsAim & Scope: We learn search & matching models with applications to monetary and labor economics.

Goal: Understanding applications of dynamic programming.
第14回Review of lecturesWe review all topics taught in this course.
第15回SummaryWe conclude the course.
授業形式 Lectures and exams are delivered in English. Those who wish to take this unit in Japanese, please select other class.
評価方法
定期試験 レポート 小テスト 講義態度
(出席)
その他 合計
80% 0% 0% 20% 0% 100%
評価の特記事項 Solid score in the final exam is very important, but passion is also evaluated.
テキスト Mas-Colell, Whinston, and Green, Microeconomic Theory. Oxford U. Pr.
森田茂之(2002)『集合と位相空間』、朝倉書店
参考文献 奥野・鈴村(1985)『ミクロ経済学1・2』、岩波書店
Varian, Microeconomic Analysis. W. W. Norton.
Sundaram, A First Course in Optimization Theory. Cambridge U. Pr.
オフィスアワー(授業相談) 11:00-12:30 on Monday or by appointment.
Email: saito.tetsuya@nihon-u.ac.jp
事前学習の内容など,学生へのメッセージ I become serious to teach this course, so please take this course seriously if you plan to be a researcher.