The mathematical-economics tag has no wiki summary.

**-1**

votes

**2**answers

351 views

### Continuous optimization

I'm interested in the solution to the following problem:
I have initial capital $C$ which I can invest into $M$ classes of
resources, each unit of a class $m_i$ matures at time $t_i$, has a
return of ...

**-1**

votes

**1**answer

136 views

### To what equal constant in the Gibbs lemma

The Gibbs lemma is broadly used in games theory and in mathematical economics (optimal distributions of resourses, Cournot competition e.t.c.). Here it is:
Lemma (Gibbs). $f_1,f_2,\ldots,f_n$ be ...

**2**

votes

**0**answers

55 views

### A categorical analogue of Debreu's independent factors theorem

Background
A major question in Decision Theory is that of the cardinal meaning of a utility function. That is, given a set $X$, a utility function $u:X\rightarrow \mathbb{R}$ represents the choices ...

**0**

votes

**0**answers

120 views

### Why does the OLS estimator simplify as follows for the single regressor case?

I was reading in "A Guide to Econometrics" that given $Y = X \beta + \epsilon$, the variance covariance matrix of $\beta^\text{OLS}$ is given by $\sigma^2 (X' X)^{-1}$ where $\sigma^2$ is the variance ...