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Course, academic year 2023/2024
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Selected economic-mathematical models - NOPT013
Title: Vybrané ekonomicko-matematické modely
Guaranteed by: Department of Applied Mathematics (32-KAM)
Faculty: Faculty of Mathematics and Physics
Actual: from 2018
Semester: summer
E-Credits: 3
Hours per week, examination: summer s.:2/0, Ex [HT]
Capacity: unlimited
Min. number of students: unlimited
4EU+: no
Virtual mobility / capacity: no
State of the course: taught
Language: Czech, English
Teaching methods: full-time
Teaching methods: full-time
Guarantor: prof. RNDr. Karel Zimmermann, DrSc.
Class: Informatika Mgr. - Diskrétní modely a algoritmy
Classification: Economics > Mathematics
Informatics > Optimalization
Mathematics > Math. Econ. and Econometrics
Incompatibility : NEKN009
Interchangeability : NEKN009
Is incompatible with: NEKN010, NEKN009
Is interchangeable with: NEKN009
Annotation -
Last update: T_KAM (07.05.2001)
Various approaches to utility ( deterministic, stochastic, existece theorems for utility functions, aggregation of preferences, Arrow's theorem); consumer's behaviour (basic axioms,basic optimization problems, Slutski equations , elasticities); theory of firm (production functions , basic optimization problems, elasticities); dynamic supply-demand equilibrium models (both discrete and continuous time, stability of euilibria); ballance models (Leontjev , Linear programming, von Neuman); basic information about price indices.
Course completion requirements - Czech
Last update: doc. Mgr. Jan Kynčl, Ph.D. (31.05.2019)

Ústní zkouška.

Literature - Czech
Last update: prof. RNDr. Karel Zimmermann, DrSc. (10.10.2017)

Černý M. a kol.: Axiomatická teorie užitku, SPN-Praha 1975

Fishburn,P.: Utility Theory for Decision Making, John Wiley 1970, rus. překlad z r. 1978

Henderson,J.M., Quandt,R.E.: Microeconomic Theory. A Mathematical Approach,McGraw Hill 1971

Nikaido,H.: Convex Structures and Economic Theory, Academic Press, New York-London 1968, rus. překlad z r. 1972, vydalo nakl. \"Mir\",Moskva

Chiang,A.C.: Fundamental Methods of Mathematical Economics, Mc Graw Hill 1984

Syllabus -
Last update: doc. Mgr. Jan Kynčl, Ph.D. (18.04.2018)

1 Axiomatic utility theory models.

2 Deterministic optimizatiom models using linear, convex and parametric programming, some approaches to non-convex optimization.

3 Multiple criteria optimization models, solutions of conflict situations.

4 Indeterministic optimization models (probabilistic, interval and fuzzy sets theory models).

5 Equilibrium models (supply-demand equilibrium, industrial branches equilibrium).

Basic theoretical knowledge of mathematical analysis and linear algebra is assumed.

 
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