Utilit´ e Cobb-Douglas
M ax u = q
1q
2S.C. p
1q
1+ p
2q
2= R L = q
1q
2+ λ(R − p
1q
1− p
2q
2)
∂L
∂q1
= q
2− λp
1= 0 (1)
∂L
∂q2
= q
1− λp
2= 0 (2)
∂L
∂λ
= R − p
1q
1− p
2q
2= 0 (3) (1) λ =
pq21
→ (2) q
1−
pq21p
2= 0 → q
1=
q2pp21
(3) R − p
1 q2pp21
− p
2q
2= 0 → q
2=
2pR2
q
1=
2pR1
; q
2=
2pR2
; λ =
2pR1p2
η
1=
∂q∂R1 qR1
=
2p11
R2p1
R
= 1 η
2=
∂q∂R2 qR2
=
2p12
R2p2
R
= 1 ǫ
11=
∂p∂q11
p1
q1
=
−2pR2 1p12p1
R
= − 1 ǫ
22=
∂p∂q22
p2
q2
=
−2pR22
p22p2
R
= − 1 ǫ
12=
∂p∂q12
p2
q1
= 0 ǫ
21=
∂p∂q21
p1
q2
= 0
1
Utilit´ e Cobb-Douglas g´ en´ eralis´ ee M ax u = cq
1aq
2bS.C. p
1q
1+ p
2q
2= R L = cq
1aq
2b+ λ(R − p
1q
1− p
2q
2)
∂L
∂q1
= acq
1a−1q
2b− λp
1= 0 (1)
∂L
∂q2
= bcq
1aq
2b−1− λp
2= 0 (2)
∂L
∂λ
= R − p
1q
1− p
2q
2= 0 (3) (1) λ =
acqa−1 1 q2b
p1
→
(2) bcq
1aq
2b−1−
acqa−1 1 q2b
p1
p
2= 0 → q
1=
aqbp2p21
(3) R − p
1 aqbp2p21
− p
2q
2= 0 → q
2=
(a+b)pbR2
q
1=
(a+b)paR1
; q
2=
(a+b)pbR2
η
1=
∂q∂R1 qR1
=
(a+b)pa1
R(a+b)p1
aR
= 1 η
2=
∂q∂R2 qR2
=
(a+b)pb2
R(a+b)p2
bR
= 1 ǫ
11=
∂p∂q11
p1
q1
=
(a+b)p−aR 2 1p1(a+b)p1
aR
= − 1 ǫ
22=
∂p∂q22
p2
q2
=
(a+b)p−bR 22
p2(a+b)p2
bR
= − 1 ǫ
12=
∂p∂q12
p2
q1
= 0 ǫ
21=
∂p∂q21
p1
q2
= 0
2
Utilit´ e CES
M ax u = √ q
1+ √ q
2S.C. p
1q
1+ p
2q
2= R L = √ q
1+ √ q
2+ λ(R − p
1q
1− p
2q
2)
∂L
∂q1
=
2√1q1
− λp
1= 0 (1)
∂L
∂q2
=
2√1q2
− λp
2= 0 (2)
∂L
∂λ
= R − p
1q
1− p
2q
2= 0 (3) (1) λ =
2p 11√q1
→ (2)
2√1q2
−
2p11√q1p
2= 0 → q
1=
pp22q221
(3) R − p
1 p22p2q21
− p
2q
2= 0 → q
2=
p p1R2(p1+p2)
q
1=
p p2R1(p1+p2)
; q
2=
p p1R2(p1+p2)
η
1=
∂q∂R1 qR1
=
p p21(p1+p2)
Rp1(p1+p2)
p2R
= 1 η
2=
∂q∂R2 qR2
=
p p12(p1+p2)
Rp2(p1+p2)
p1R
= 1 ǫ
11=
∂p∂q11
p1
q1
=
−(pp2R(p2+2p1)1p2+p21)2
p21(p1+p2)
p2R
=
−
2pp11+p+p22; | ǫ
11| > 1 ǫ
22=
∂p∂q22
p2
q2
=
−(pp1R(p1+2p2)1p2+p22)2
p22(p1+p2)
p1R
=
−
2pp12+p+p21; | ǫ
22| > 1 ǫ
12=
∂p∂q12
p2
q1
=
p p11+p2
> 0 ; ǫ
21=
p p21+p2
> 0
3
Utilit´ e Stone-Geary
M ax u = b ln(q
1− c
1) + (1 − b) ln(q
2− c
2) S.C. p
1q
1+ p
2q
2= R
L = b ln(q
1− c
1) + (1 − b) ln(q
2− c
2) + λ(R − p
1q
1− p
2q
2)
∂L
∂q1
=
q b1−c1
− λp
1= 0 (1)
∂L
∂q2
=
q1−b2−c2
− λp
2= 0 (2)
∂L
∂λ
= R − p
1q
1− p
2q
2= 0 (3) (1) λ =
p b1(q1−c1)
→ q
1= c
1+
pb1
(R − P
p
jc
j) q
2= c
2+
1p−b2
(R − P
p
jc
j) η
1=
∂q∂R1 qR1
=
ωb1
(ω
i=
piRqi) η
2=
∂q∂R2 qR2
=
1ω−b2
ǫ
11=
∂p∂q11
p1
q1
= − 1 +
c1(1q−b)1
; | ǫ
11| <
1 si c
1> 0 ǫ
22=
∂p∂q22
p2
q2
= − 1 +
cq2b2
; | ǫ
22| < 1 si c
2> 0 ǫ
12=
∂q∂p12
p2
q1