經濟

凹性與凸性 - 經濟

Anthony avatarAnthony · 2007-10-16

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若Hessian為N.D(負定) , 則表示此為convex or concave?
若Hessian為P.D(正定) , 則表示此為convex or concave?

一個函數為convex or concave 可用Hessian來判斷嗎? Why?

找不到相關的說明

謝謝指教!!

補問一個問題...

為什麼convex = concave function?
而 concave= convex function?



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All Comments

Hardy avatarHardy2007-10-19
可以找找經數或金數教科書
Charlotte avatarCharlotte2007-10-20
or:http://tinyurl.com/27mb7x
Rachel avatarRachel2007-10-24
為什麼convex = concave function?
Yuri avatarYuri2007-10-25
最後的問題在於~set與function之間
Kumar avatarKumar2007-10-30
找一下書吧~convex set,concave function
Olive avatarOlive2007-11-03
這些名詞之間的關係
Kyle avatarKyle2007-11-03
高微的書中有證明
Erin avatarErin2007-11-06
f"(.)<0 <==> N.D.
Elma avatarElma2007-11-10
f"(.)>0 <==>P.D.
Dorothy avatarDorothy2007-11-15
f"(.)<0 : Strictly Concave.
Carol avatarCarol2007-11-17
f"(.)>0 :Strictly Convex.
Freda avatarFreda2007-11-17
f"(.)>0 <==> P.D.is Convex.