祁晓东-有效效用函数跟其判据文档.docVIP

有 效 效 用 函 数 及 其 判 据 祁 晓 冬 ＊ ＊ 北京科技报，通信地址：北京西城区大新开胡同3号，邮编：100009，电话: (010)E-mail: xd.qi@163.com （2002年7月27日初稿、9月8日改定） 摘 要 本文确立了一个标准用以判断一个实值函数是否能被用来构造有效效用函数，即EUF。EUF是可以导出良性需求函数的直接效用函数的一个通用形式，它摒弃了传统经济理论中新古典效用函数强加于效用函数的一些不必要的约束，明确地将对部分商品消费的可满足性接纳为效用函数的一个正式的组成部分，从而大大地扩充了现有可用效用函数的家族。EUF概念的基础是“饱和定律”：具有局部不满足性偏好次序的消费者，在预算约束下的最优选择将不会超出有效区域的范围。有效区域是对每一个偏好次序唯一确定的消费集合的一个子集，其内任意点的任何要素都不超过其相应的饱和需求。有效效用函数只考虑偏好在其有效区域内的信息。 经济文献杂志分类 (JEL Classification)：C600, D110 关键词：饱和需求，有效区域，良性需求函数，新古典效用函数（NUF），有效效用函数（EUF）。 Effective Utility Function and Its Criterion By Xiaodong Qi * * This paper is originally written in English. The author is ready to send you an English version at your request. Address: No.3 Daxinkai Hutong Xicheng District Beijing 100009, CHINA Tel: (8610)E-mail: HYPERLINK mailto:qixiaodong@ xd.qi@163.com First draft: June 27, 2002 Final revision: September 8, 2002 Abstract This paper set a criterion for a real-valued function to be usable to construct an effective utility function (EUF), a general form of direct utility functions that are capable of generating single-valued demand functions satisfying Walras’ law. A EUF can be used in place of a neoclassical utility function (NUF) without losing anything but some useless information, which are unnecessary restrictions imposed on a utility function in the traditional consumer theory. A EUF explicitly accepts satiation consumption for some but all commodities a normal part of an acceptable utility function, and therefore greatly enlarges the existing family of usable utility functions. The concept of EUF is based on the law of satiation: under a budget constraint, the optimal choice of the consumer with a locally non-satiated preference would never go beyond the effective region, a unique subset of the consumption set for each preference order, in which no component of any point exceeds the corresponding satiated want. A EUF only takes into account the information within the effective region of a prefere