| |
| |
| |
Mathematical Preliminaries | |
| |
| |
| |
Vector Calculus | |
| |
| |
| |
The Main Operations of Vector Calculus: div, grad, and � | |
| |
| |
| |
Conservative Vector Fields | |
| |
| |
| |
Curvilinear Integrals and the Geometric Meaning of the Existence of a Potential | |
| |
| |
| |
Multiple and Repeated Integrals | |
| |
| |
| |
The Flow of a Vector Field and the Gauss-Ostrogradsky Theorem | |
| |
| |
| |
The Circulation of a Vector Field and the Green Formula | |
| |
| |
| |
Exercises | |
| |
| |
| |
Bibliographic Notes | |
| |
| |
| |
Partial Differential Equations | |
| |
| |
| |
The First Order Partial Differential Equations | |
| |
| |
| |
The Complete Integral and the General Integral | |
| |
| |
| |
The Singular Integral | |
| |
| |
| |
The Quasilinear Equations and the Method of Characteristics | |
| |
| |
| |
Compatible Systems of the First Order PDEs | |
| |
| |
| |
The Method of Characteristics for a Non-quasilinear First Order PDE | |
| |
| |
| |
Examples | |
| |
| |
| |
The Second Order Partial Differential Equations | |
| |
| |
| |
Classification of the Linear Second Order Partial Differential Equations | |
| |
| |
| |
Boundary Value Problems for Elliptic Equations | |
| |
| |
| |
Examples | |
| |
| |
| |
Group Theoretic Analysis of the Systems of Partial Differential Equations | |
| |
| |
| |
One Parameter Lie Groups | |
| |
| |
| |
Invariance of PDEs. Systems of PDEs, and Boundary Problems under Lie Groups | |
| |
| |
| |
Calculating a Lie Group of a PDE | |
| |
| |
| |
Calculating Invariants of the Lie Group | |
| |
| |
| |
Examples | |
| |
| |
| |
Exercises | |
| |
| |
| |
Bibliographic Notes | |
| |
| |
| |
Theory of Generalized Convexity | |
| |
| |
| |
Definition and Properties of the Generalized Fenchel Conjugates | |
| |
| |
| |
Generalized Convexity and Cyclic Monotonicity | |
| |
| |
| |
Examples | |
| |
| |
| |
Exercises | |
| |
| |
| |
Bibliographic Notes | |
| |
| |
| |
Calculus of Variations and the Optimal Control | |
| |
| |
| |
Banach Spaces and Polish Spaces | |
| |
| |
| |
Hilbert Spaces | |
| |
| |
| |
Dual Space for a Normed Space and a Hilbert Space | |
| |
| |
| |
Frechet Derivative of a Mapping between Normed Spaces | |
| |
| |
| |
Functionals and Gateaux Derivatives | |
| |
| |
| |
Euler Equation | |
| |
| |
| |
Optimal Control | |
| |
| |
| |
Examples | |
| |
| |
| |
Exercises | |
| |
| |
| |
Bibliographic Notes | |
| |
| |
| |
Miscellaneous Techniques | |
| |
| |
| |
Distributions and Generalized Solutions for the Partial Differential Equations | |
| |
| |
| |
A Motivating Example | |
| |
| |
| |
The Set of Test Functions and its Dual | |
| |
| |
| |
Examples of Distributions | |
| |
| |
| |
The Derivative of a Distribution | |
| |
| |
| |
The Product of a Distribution and a Test Function and the Product of Distributions | |
| |
| |
| |
The Resultant of a Distribution and a Dilation Operator | |
| |
| |
| |
Adjoint Linear Differential Operators and Generalized Solutions of the Partial Differential Equations | |
| |
| |
| |
Sobolev Spaces and Poincare Theorem | |
| |
| |
| |
Sweeping Operators and Balayage of Measures | |
| |
| |
| |
Coercive Functionals | |
| |
| |
| |
Optimization by Vector Space Methods | |
| |
| |
| |
Calculus of Variation Problem with Convexity Constraints | |
| |
| |
| |
Supermodularity and Monotone Comparative Statics | |
| |
| |
| |
Hausdorff Metric on Compact Sets of a Metric Space | |
| |
| |
| |
Generalized Envelope Theorems | |
| |
| |
| |
Exercises | |
| |
| |
| |
Bibliographic Notes | |
| |
| |
| |
Economics of Multi-dimensional Screening | |
| |
| |
| |
The Unidimensional Screening Model | |
| |
| |
| |
Spence-Mirrlees Condition and Implementability | |
| |
| |
| |
The Concept of the Information Rent | |
| |
| |
| |
Three Approaches to the Unidimensional Relaxed Problem | |
| |
| |
| |
The Direct Approach | |
| |
| |
| |
The Dual Approach | |
| |
| |
| |
The Hamiltonian Approach | |
| |
| |
| |
Hamiltonian Approach to the Unidimensional Complete Problem | |
| |
| |
| |
Type Dependent Participation Constraint | |
| |
| |
| |
Random Participation Constraint | |
| |
| |
| |
Examples | |
| |
| |
| |
Exercises | |
| |
| |
| |
Bibliographic Notes | |
| |
| |
| |
The Multi-dimensional Screening Model | |
| |
| |
| |
The Genericity of Exclusion | |
| |
| |
| |
Generalized Convexity and Implementability | |
| |
| |
| |
Is Bunching Robust in the Multi-dimensional Case? | |
| |
| |
| |
Path Independence of Information Rents | |
| |
| |
| |
Cost Based Tariffs | |
| |
| |
| |
Direct Approach and Its Limitations | |
| |
| |
| |
Dual Approach for m = n | |
| |
| |
| |
The Relaxed Problem | |
| |
| |
| |
An Alternative Approach to the Relaxed Problem | |
| |
| |
| |
The Complete Problem | |
| |
| |
| |
The Geometry of the Participation Region | |
| |
| |
| |
A Sufficient Condition for Bunching | |
| |
| |
| |
The Extension of the Dual Approach for n > m | |
| |
| |
| |
Hamiltonian Approach and the First Order Characterization of the Solution | |
| |
| |
| |
The Economic Meaning of the Lagrange Multipliers | |
| |
| |
| |
Symmetry Analysis of the First Order Conditions | |
| |
| |
| |
Some Remarks on the Hamiltonian Approach to the Complete Problem | |
| |
| |
| |
Examples and Economic Applications | |
| |
| |
| |
Exercises | |
| |
| |
| |
Bibliographic Notes | |
| |
| |
| |
Beyond the Quasilinear Case | |
| |
| |
| |
The Unidimensional Case | |
| |
| |
| |
The Multi-dimensional Case | |
| |
| |
| |
Implementability of a Surplus Function | |
| |
| |
| |
Implementability of an Allocation | |
| |
| |
| |
The First Order Characterization of the Solution of the Relaxed Problem | |
| |
| |
| |
Exercises | |
| |
| |
| |
Bibliographic Notes | |
| |
| |
| |
Existence, Uniqueness, and Regularity Properties of the Solution | |
| |
| |
| |
Existence and Uniqueness of the Solution of the Relaxed Problem | |
| |
| |
| |
Existence of a Solution for the Complete Problem | |
| |
| |
| |
Continuity of the Solution | |
| |
| |
| |
Bibliographic Notes | |
| |
| |
| |
Conclusions | |