摘要翻译:
三十多年前,Charnes、Cooper和Schinnar(1976)在经济生产函数--新古典经济学的基石--和信息论之间建立了一种启发性的联系,表明了柯布-道格拉斯生产函数的推广是如何编码同质函数的。正如Charnes\textit{et al.}所期望的那样,这种接触结果是更广泛的:我们展示了由Amari和其他人开创的信息几何学是如何支撑微观经济基石的静态和动态描述的。我们表明,最流行的EPFs从根本上建立在投入之间的经济转轨成本的一个非常弱的公理化基础上。这种表征的力量是惊人的,因为它把大量的附带经济概念从几何上联系起来--提倡在各种经济领域中的应用--其中,它表征了(i)马沙里和希克西安的需求及其几何对偶性,(ii)转换路径的斯卢茨基型性质,(iii)它们的初等变化的罗伊型性质。
---
英文标题:
《Information geometries and Microeconomic Theories》
---
作者:
Richard Nock, Brice Magdalou, Nicolas Sanz, Eric Briys, Fred Celimene,
Frank Nielsen
---
最新提交年份:
2009
---
分类信息:
一级分类:Quantitative Finance 数量金融学
二级分类:General Finance 一般财务
分类描述:Development of general quantitative methodologies with applications in finance
通用定量方法的发展及其在金融中的应用
--
一级分类:Computer Science 计算机科学
二级分类:Information Theory 信息论
分类描述:Covers theoretical and experimental aspects of information theory and coding. Includes material in ACM Subject Class E.4 and intersects with H.1.1.
涵盖信息论和编码的理论和实验方面。包括ACM学科类E.4中的材料,并与H.1.1有交集。
--
一级分类:Mathematics 数学
二级分类:Information Theory 信息论
分类描述:math.IT is an alias for cs.IT. Covers theoretical and experimental aspects of information theory and coding.
它是cs.it的别名。涵盖信息论和编码的理论和实验方面。
--
---
英文摘要:
More than thirty years ago, Charnes, Cooper and Schinnar (1976) established an enlightening contact between economic production functions (EPFs) -- a cornerstone of neoclassical economics -- and information theory, showing how a generalization of the Cobb-Douglas production function encodes homogeneous functions. As expected by Charnes \textit{et al.}, the contact turns out to be much broader: we show how information geometry as pioneered by Amari and others underpins static and dynamic descriptions of microeconomic cornerstones. We show that the most popular EPFs are fundamentally grounded in a very weak axiomatization of economic transition costs between inputs. The strength of this characterization is surprising, as it geometrically bonds altogether a wealth of collateral economic notions -- advocating for applications in various economic fields --: among all, it characterizes (i) Marshallian and Hicksian demands and their geometric duality, (ii) Slutsky-type properties for the transformation paths, (iii) Roy-type properties for their elementary variations.
---
PDF链接:
https://arxiv.org/pdf/0901.2586