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X = {x 1 , x 2 , x 3 }

L = (p 1 , p 2 , p 3 ) p 1 , p 2 , p 3

n=1 3 p n = 1 X

0

U(L) = p 1 u(x 1 ) + p 2 u(x 2 ) +

p 3 u(x 3 )

¯

U n=1 p n = 1 p 3 = 1 p 1 p 2

3

¯

U

= p 1 u(x 1 ) + p 2 u(x 2 ) +

(1 p 1 p 2 )u(x 3 )

p 2 p 2 p 1

p 2 =

¯

u(x 2 ) u(x 3 ) u(x

3

1

U u(x

)

) u(x

u(x 2 ) u(x 3 ) p 1

3

)

¯

U u(x 1 ), u(x 2 ), u(x 3 ) p 2

p 1

¯

Uu(x 3 )

u(x 2 )u(x

3 )

u(x 1 )u(x 3 ) u(x 2 )u(x 3 )

¯

U

p 3 p 1 p 1 p 2

L 1 = (0, 1, 0) L 2 = (

L 4 = (

L 1 L 2 L 4 L 3

1

10 ,

89

100 ,

1

100 ) L 3 = (0,

11

100 ,

89

100 )

1

100 ,

9

100 ,

9

10 )

X = {2500, 500, 20} L U(L) = n=1 p n u(x n ) L 1 , L 2 , L 3 , L 4

N

U(L 1 ) = u(500)

U(L 2 ) =

1

10

u(2500) +

89

100

u(500) +

1

100

U(L 3 ) =

11

100 u(500) +

89

100

u(20)

u(20)

U(L 4 ) =

1

100 u(2500) +

9

100 u(500) +

10 9 u(20)

L L L L ) L L U (L) > U (L )

1

10

89

1

100

U(L 1 ) = u(500) >

9

u(2500) +

9

u(500) +

u(20) = U (L 2 )

89

100 u(20) =

100

10 u(20) >

1

100 u(2500) +

11

100 u(500) +

U(L 4 ) =

100 u(500) +

1

10 u(2500)

11

100 u(500) +

1

100 u(2500)

50 1 u(500) +

1

100 u(20) < 0

1

100

u(20) > 0

 

U

(L 3 )

 

u(2500) = 1 u(20) = 0 u(500)

u(500) > 10

11

u(500) <

1

2

w > 0 x [0, 200] w + x w x u(x) = 10lnx + 200

X u(x n ) x n p n

X = {200 + x, 200 x, 200}

L 1 = (0.3, 0.7, 0) L 2 = (0, 0, 1) L 1 L 2 ) U (L 1 ) > U(L 2 )

U(L 1 ) = 0.3(10ln(200 + x) + 200) + 0.7(10ln(200 x) + 200) > 10ln(200) + 200 = U (L 2 )

3ln(200 + x) + 7ln(200 x) > 10ln(200)

((200

+ x) 3 (200 x) 7 ) > 200 10

x (143.312, 0) x [0, 200]

x L 1

f (x) = 3ln(200 + x) + 7ln(200 x) + 200 x 0

f

(x) =

3 7

200 + x

200 x

0

con igualdad si x > 0

x > 0

200x = 0 x = 80

x = 0

(x 0) x= 0

50 1 0

3

200+x

7

3 7

200

200

=

f (x) =

3

(200+x) 2

7

(200x) 2 x x