不动点定理,一般均衡及纳什均衡笔记.docVIP

Notes of Fixed Point Theorem with Applications Ruan Rui School of Economics,Shandong University Sep. 2, 2014 For My College Life. 1 Banach Fixed Point Theorem De?nition 1. Let X be any metric space. A self-map Φ on X is said to be a contraction (or a contraction self-map) is there exists a real number 0 K 1 such that d(Φ(x), Φ(y)) 6 Kd(x, y) for all x, y ∈ X. (1) In this case, the in?mum of the set of all such K is called the contraction coe?cient of Φ Lemma 1 (Blackwell). Let T be a non-empty set, and X a non-empty subset of B(T) that is closed under addition by positive constant functions. Assume that Φ is an increasing self-map on X. If there exists a 0 δ 1 such that Φ(f + α) 6 Φ(f) + δα forall(f, α) ∈ X × R then Φ is a contraction. +, (2) De?nition 2 (Complete metric space). A metric space M is called complete (or a Cauchy space) if every Cauchy sequence of points in M has a limit that is also in M. Theorem 2 (The Banach Fixed Point Theorem or the Contraction Mapping Theorem). Let X be a complete metric space. If Φ ∈ there exists a unique x? ∈ XX is a contraction, then X such that Φ(x?) = x? Ruan Rui 1 Typeset by AMS-L ATEX Proof. Assume that Φ ∈ XX is a contraction. Let us ?rst prove the existence of a ?xed point for Φ. Pick any x0 ∈ X and de?ne (xm) ∈ X∞ recursively as xm+1 := Φ(xm), m = 0, 1, · · · We claim that this sequence is Cauchy. To see this, let K be the contraction coe?cient of Φ, and notice that, by the Principle of Mathematical Induction1, we have d(xm+1, xm) 6 K all m = 1, 2, · · · , where md(x1, x0) for d is the metric of X. Thus, for any k l + 1, d(xk, xl) 6 d(xk, xk?1) + · · · + d(x 6 (K l+1, xl) k?1 + · · · + Kl)d(x1, x0) Kl(1 ? Kk?l) = d(x1, x0) 1 ? K so that d(xk, xl) K d(x1, x0).That (xm) is Cauchy follows readily from this l 1?K inequality. Since X is complete, (xm) must then converge to a point in X, say x?. (This is our ?xed point.) Then, for any ε 0, there must exist an M ∈ N such 2 for all m = M, M + 1, · · · that d(x?