如题 小生试图学习理解这篇论文的matlab code。
有一处不明,ryo kato 2002年写的关于这个文章的matlab code中,有一式
----------- <<Optimal Contract>> ------------------- %%
syms w x qt qstarsym %creating Symbolic Objects
pdf = 1/2 ; %pdf uniform [0 2] suppose the omega~U(0,2);support~(0 2);pdf=1/2;cdf=x/2;variance=1/3
cdf = int(pdf,0,x); %x=omegabar
fxs = int(pdf*w,w,x,2)-(1-cdf)*x ; % f: the fraction of entrepreaurs
gxs = int(pdf*w,w,0,x)-cdf*myu+(1-cdf)*x;
contract = qt - 1/(1-cdf*myu + (x/2)*myu*(fxs/diff(fxs))); 请问此处是否应该是1/2 呢?原文中此处应是
xs = solve(contract,x); pdf,若假设为uniform distribution的话,pdf不
x = xs(2) % x = h(qt) 应该都是1/2么,原式在论文的895页
fx = eval(fxs) % E's share f(x(qt))
gx = eval(gxs) % L's share g(x(qt))
cdf = eval(cdf) % PHI(x(qt))
rho = (qt*fx)/(1-qt*gx)-1
rhoq = subs(rho,qt,qstarsym)
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