We study the relations for quasiconcave and continuous functions between the two important notions of Clarke and Greenberg-Pierskalla differentiability. As an application, we generalize the classic Roy's identity of consumer theory.
On the equality of Clarke and Greenberg-Pierskalla di§erentials
Cerreia-Vioglio, Simone;Maccheroni, Fabio
;Marinacci, Massimo
;Montrucchio, Luigi
2022
Abstract
We study the relations for quasiconcave and continuous functions between the two important notions of Clarke and Greenberg-Pierskalla differentiability. As an application, we generalize the classic Roy's identity of consumer theory.
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