推 hsuzchan : 已收入經研所 01/21 19:17
課程名稱︰數量方法入門
課程性質︰經研所碩一必修
課程教師︰王建強
開課學院：社會科學院
開課系所︰經研所
考試日期（年月日）︰2017/09/08
考試時限（分鐘）：9:10~12:10 共3小時
試題 :
Instruction:
You have two hours. Write your answers clearly, with good penmanship and good
syntax. A correct but unintelligible answer is a wrong answer. You are allow
to use any theorem, lemma or property we have proved in class or in notes. If
you want to apply any theorem or property we have never talked about, please
prove it.
1. (10 points) Definition: Write down the definiton of a compact set.
2. (10 points) Definition: Let (X, dx), (Y, dy) be metric spaces, and
f: X --> Y. Write down the definition: f is continous at x ﾑk X
3. (10 points) In a metric space, is an infinite intersection of open sets
always open? If your answer is "Yes," prove it. If not, provide a
counterexample.
4. (15 points) Prove the following: an infinite subset of a compact set K has
a limit point in K.
5. (15 points) Prove that closed subsets of compact sets are compact.
6. (15 points) Prove that if a sequence in R^n is bounded then it has a
covergent subsequence.
7. (a) (5 points) Give an example of two disjoint sets which cannot be
seperated
(b) (5 points) Give an example of two closed convex sets that are disjoint
but cannot be strictly seperated
8. (10 points) Let E', E" be linearly independent sets of vectors in V. Show
that E'∩ E" is linearly independent.
9. (a) (5 points) Find the eigenvalues and eigenvectors of A = ╭ ╮
│ 1 2 │
│ │
│ 3 2 │
╰ ╯
(b) (5 points) Find the range and rull space of A = ╭ ╮
│ 1 2 3 │
│ │
│ 1 1 0 │
╰ ╯
10. (15 points) (Borrowing Constraint Model) Consider the following problem:
A household wants to consume at both period 1 and period 2, but it can
only work at period 2. Working generates h units of consumption goods with
no cost or disutility. Although the household cannot work at period 1, it
is allowed to borrow consumption goods from the credit market with interest
rate r. The household can borrow up to L ≧ 0, and we assume that L is
exogeneously determined. Solve the following optimization problem step by
step.
sup c1,c2 ∈ R ln(c1) + ln(c2)
s.t. (1 + r)c1 + c2 = h
c1 ≦ L
c1 ≧ 0
c2 ≧ 0
(a) Rewrite the problem into the following form
inf x ∈ X f(x)
s.t. hi(x) ≦ 0
li(x) = 0
(b) Write down the Lagrangian.
(c) Following Karush-Kuhn-Tucker Conditions, list the sufficient and necessary
condition for optimal solutions
(d) Argue that the constraints c1 ≧ 0 and c2 ≧ 0 are not binding (meaning
that we must have c1 > 0 and c2 > 0)
(e) Solve the optimal (c1*, c2*). Discuss that under what condition, the
solution is corner; under what condition, the solution is interior?
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