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Solving the utility maximization problem with CES and Cobb-Douglas utility function via mathematical inequalities

Vedran Kojić ; Ekonomski fakultet - Zagreb


Puni tekst: engleski pdf 447 Kb

str. 1-11

preuzimanja: 9.274

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Sažetak

This paper presents a new, non-calculus approach to solving the utility maximization problem with CES utility function, as well as with Cobb-Douglas utility function in case of n≥2 commodities. Instead of using the Lagrange multiplier method or some other method based on differential calculus, these two maximization problems are solved by using Jensen's inequlity and weighted arithmetic-geometric mean (weighted AM-GM) inequality. In comparison with calculus methods, this approach does not require checking the first and the second order conditions.

Ključne riječi

Utility maximization problem; CES and Cobb-Douglas utility function; mathematical inequalities; without calculus

Hrčak ID:

141585

URI

https://hrcak.srce.hr/141585

Datum izdavanja:

15.7.2015.

Posjeta: 9.834 *