Math Resources for phd classes

[AMS0001]

I am an undergraduate taking PhD micro, but I skipped the math course the PhD's take. My micro profs continue to bring up unusual math terms like upper-Hemicontinuity, upper-Semicontinuity, quasaiconcavity, etc. (What is most irritating is that they seem to know these terms are even obscure, and often ask whether the PhD's have covered them in math yet before moving on) I am wondering if you guys know of any resources that would allow me to quickly get up to speed with some of the math that is frequently used in first micro.

Additionally, if anyone knows of a good fast read on optimization theory I would be grateful.

[wind up bird]

"A First Course on Optimization" by Sundaram covers math basics in the first chapter as well as giving a good quick overview of optimization. It's pretty concise and it's cheap.

[Gecko]

look also at Further Mathematics for Economic Analysis - Sydsaeter and Hammond.

[EconDev137]

This came from Econphd.net's section about math for micro, (it wont let me post a link because i only have 8 posts, i will just message you the link...Sorry)

it's a really useful overview of a lot of math terms and how they apply to micro, convexity is talked about at the end. Im an undergrad taking grad micro as well and I've used this sheet a few times to help myself figure out what's going on.

[EconDev137]

ok since i can't post links also try this. Google search this A cookbook of mathematics and the first result will be a more than helpful pdf

[AREStudentHopeful]

Simon and Blume is always a good reference. Chiang isn't bad either (though, I still prefer S&B).

[^__^]

I think it would be nicer if you can find someone (a strong maths major) to teach you. Reading books may not be that efficient. That said, I never read maths for economists type books, maybe they are better at teaching one quickly.

[unitroot]

Originally Posted by ^__^

I think it would be nicer if you can find someone (a strong maths major) to teach you. Reading books may not be that efficient. That said, I never read maths for economists type books, maybe they are better at teaching one quickly.

Most math majors have not studied the kind of math one is most likely to have difficulties with in a 1st year PhD-level economics course (nonlinear programming, dynamic programming, quasiconcavity, correspondences, etc).

[unitroot]

Originally Posted by AMS0001

I am an undergraduate taking PhD micro, but I skipped the math course the PhD's take. My micro profs continue to bring up unusual math terms like upper-Hemicontinuity, upper-Semicontinuity, quasaiconcavity, etc. (What is most irritating is that they seem to know these terms are even obscure, and often ask whether the PhD's have covered them in math yet before moving on) I am wondering if you guys know of any resources that would allow me to quickly get up to speed with some of the math that is frequently used in first micro.

Additionally, if anyone knows of a good fast read on optimization theory I would be grateful.

I am 99% sure that MWG's appendix contains the things that you're asking about, but if you need a more comprehensive reference, find a copy of de la Fuente's book. It should have everything.

[^__^]

Originally Posted by unitroot

Most math majors have not studied the kind of math one is most likely to have difficulties with in a 1st year PhD-level economics course (nonlinear programming, dynamic programming, quasiconcavity, correspondences, etc).

Yeah, you are right... XD I happen to study a little of both, so I forget about most maths majors... My apologies.