Mc lc

1 Tng quan v l thuyt n nh 4

1.1 Phng trnh vi phn . . . . . . . . . . . . . . . . . . . . . . . . . 4
1.1.1 Cng thc Cauchy v nghim ca h phng trnh tuyn tnh 5
1.1.2 Khi nim n nh h phng trnh vi phn . . . . . . . . 5
1.2 Phng php nghin cu tnh n nh . . . . . . . . . . . . . . . . 6
1.2.1 Phng php th nht Lyapunov . . . . . . . . . . . . . . 7
1.2.2 Phng php th hai Lyapunov . . . . . . . . . . . . . . . 10
1.3 Phng trnh sai phn . . . . . . . . . . . . . . . . . . . . . . . . 11
2 Nghin cu m hnh tng trng Solow theo hng nh tnh 13
2.1 M hnh Solow c in . . . . . . . . . . . . . . . . . . . . . . . . . 15
2.2 M hnh Solow vi hm tng trng Gompertzs . . . . . . . . . 18
2.2.1 M hnh Solow vi lut dn s Gompertzs, cha tnh n
tin b cng ngh . . . . . . . . . . . . . . . . . . . . . . . 19
2.2.2 M hnh Solow vi lut dn s Gompertzs, c tnh n tin
b cng ngh . . . . . . . . . . . . . . . . . . . . . . . . . . 28
2.3 M hnh Solow vi hm tng trng dn s Richards, c tnh n
tin b cng ngh . . . . . . . . . . . . . . . . . . . . . . . . . . . 31
2.4 M hnh Solow vi thi gian ri rc . . . . . . . . . . . . . . . . . 38
2.4.1 M hnh Solow ri rc vi lut tng trng dn s Malthus 39
2.4.2 M hnh Solow ri rc vi lut tng trng dn s Richards. 40
Kt lun 49
i
Bng k hiu
K := K(t) Lng vn ca quc gia c xem xt ti thi im t
L := L(t) Lng lao ng ti thi im t
I := I(t) Lng u t ti thi im t
G := G(t) i lng c trng cho s tin b v nng lc sn xut ca mi lao
ng
Y := Y (t) Sn lng ca qu trnh sn xut ti thi im t
: Ch s st gim vn
n : Tc tng trng dn s
g : Tc ca tin b cng ngh
k : T s vn trn lao ng
s : Ch s tch ly
t : Bin thi gian
y : T s u ra trn lao ng.
1
M u
L thuyt n nh nghim cc phng trnh vi phn c t nn mng bi A.
Lyapunov, mt nh ton hc ngi Nga vo cui th k 19. L thuyt ny pht
trin mnh k t v ngy cng c ng dng nhiu phn tch cc qu
trnh thc tin.
L thuyt n nh quan tm n dng iu mt b phn hoc ton b tp
nghim trn na trc thi gian [0; +) v nht l khi thi gian dn v v cng.
Lyapunov cng gii thiu hai phng php chnh nghin cu tnh n nh.
Phng php th nht da vo tp ph ca ma trn hay ca ton t tuyn tnh.
Phng php th hai da vo mt loi hm b tr, thng c gi l hm
Lyapunov. Bn lun vn s dng cc kin thc c bn ca l thuyt n nh
phn tch nh tnh v gii thch ng lc ca mt m hnh tng trng kinh t
rt ni ting l m hnh Solow.
M hnh ny nghin cu quy lut tng trng ca mt s yu t chnh ca mi
nn kinh t nh t s vn trn lao ng, t s u ra ca nn sn xut trn lao
ng v bn thn lc lng lao ng.
Lun vn c chia lm hai chng:
Chng 1: Trnh by kin thc tng quan, c bn nht v phng trnh vi phn
v l thuyt n nh.
Chng 2: Trnh by kt qu nghin cu c lp ca chng ti v nh tnh m
hnh Solow.
Bng cch thay th lut tng trng dn s dng m trong m hnh c in
bng cc lut tng trng "tn thi" hn, chng ti nhn c kt qu v tnh
n nh, n nh tim cn, ht ton cc,... ca m hnh Solow tng ng. Chng
ti cng dnh i li so snh nhng im ging nhau v khc nhau gia m
2
M u 3
hnh nguyn thy vi m hnh c "ci tin".
Do kin thc cha su, kinh nghim nghin cu cn t nn bn lun vn
khng trnh khi nhiu thiu st. Knh mong cc thy v cc ng nghip ch
bo v lng th.
Lun vn c thc hin di s hng dn ca TS. Nguyn Sinh By. Nhn
dp ny em xin cm n thy dnh nhiu cng sc, thi gian hng dn,
kim tra v gip em trong vic nm bt cc kin thc chuyn ngnh v trong
vic nh hnh hon thin bn lun vn. Em cng xin by t lng bit n su sc
n lnh o v cc thy c trong Khoa Ton-C-Tin hc, phng Sau i Hc,
trng HKHTN, HQGHN v kin thc v nhng iu tt p mang li cho
em trong thi gian hc tp ti trng. Xin chn thnh cm n cc thy c, cc
bn trong Xemina ca t Gii tch, HKHTN. Cm n cc bn trong tp th lp
Cao hc gii tch, cm n gia nh, ngi thn v nhng li ng vin, nhng c
ch khch l, nhng s gip chn thnh.
H Ni thng 11 nm 2010
Trn Th Phng Tho
Chng 1
Tng quan v l thuyt
n nh
1.1 Phng trnh vi phn
Xt phng trnh vi phn
x = f(t, x) (1.1)
trong f : R
+
D X : (t; x) f(t; x)
R
+
= [0; +); D X l mt min n lin ca khng gian Banach X.
Trong lun vn ta ch xt vi X = R
n
.
Vi mt im cho trc (t
0
; x
0
) G := R
+
D, k hiu x(t; t
0
; x
0
) dng ch
nghim ca phng trnh (1.1), tha mn iu kin ban u (t
0
; x
0
) theo ngha
x(t
0
; t
0
; x
0
) = x
0
.
Trong trng hp X = R
n
phng trnh (1.1) thng c vit mt cch chi tit
nh sau:
_

_
dx
1
dt
= f
1
(t, x
1
, x
2
, ..., x
n
),
dx
2
dt
= f
2
(t, x
1
, x
2
, ..., x
n
),
. . . . . . . . . . . . . . . . . . . . . . . . ,
dx
n
dt
= f
n
(t, x
1
, x
2
, ..., x
n
).
4
Chng 1. Tng quan v l thuyt n nh 5
Nu ly chun trong R
n
l x := max
i
|x
i
| th min m D c th thy l phn
trong ca "hnh hp" n-chiu, chng hn:
D = {

x
1
x
0
1

< b;

x
2
x
0
2

< b, ...,

x
n
x
0
n

< b }, (b > 0).

nh l tn ti v duy nht nghim:
nh l 1.1. Gi s vi h (1.1):
(i) Hm f lin tc theo (t, x) trn min G = R
+
D, D m trong X.
(ii) Hm f lipschitz theo bin x, (x D).
Khi , vi mi im ban u cho trc (t
0
; x
0
) G u tn ti duy nht mt
nghim ca phng trnh (1.1), tha mn iu kin ban u cho. Trong trng
hp , c th ko di nghim theo trc t n v cng.
1.1.1 Cng thc Cauchy v nghim ca h phng
trnh tuyn tnh
H phng trnh c dng sau c gi l mt h phng trnh dng tuyn tnh
x = A(t)x + f(t) (1.2)
Nu A(t) l gii ni trn R
+
th nghim ca h (1.2) qua (t
0
; x
0
), c cho bi:
x(t) = U(t, t
0
)x
0
+
_
t
t
0
U(t, s)f(s)ds,
trong U(t, s) l ma trn c n n, gi l ma trn c bn ca h, tha mn:
d
dt
U(t, s) = A(t)U(t, s), t s,
U(t; t) = I, t 0.
1.1.2 Khi nim n nh h phng trnh vi phn
Ta lun gi thit hm f trong phng trnh (1.1):
x = f(t, x)
Chng 1. Tng quan v l thuyt n nh 6
l tt iu kin tn ti, duy nht v ko di nghim c tha mn.
nh ngha 1.1. Gi s x = x

(t) l mt nghim ca h (1.1).

Ni nghim ny n nh nu: t
0
0, > 0, = (, t
0
) sao cho mi nghim
x(t) ca h (1.1), xut pht t (t
0
; x(t
0
)) tha mn:x(t
0
) x

(t
0
) < th
cng tha mn x(t) x

(t) < , t t
0
.
Nu x = x

(t) n nh v c thm tnh ht, ngha l tn ti

1
> 0, sao cho:
x(t
0
) x

(t
0
) <
1
x(t) x

(t) 0 khi t
th nghim ni trn (v bn thn h) c gi l n nh tim cn.
Nu ,
1
c th chn khng ph thuc vo t
0
th cc ngha n nh trn c
gi l n nh u.
Nu tn ti N > 0, > 0 sao cho:
x(t) Ne
(tt
0
)
, t t
0
.
th ta ni h l n nh m.
Trong trng hp nghim x = x

(t) c tnh ht ti t = t
0
th tp
t
0
:= {x
0
D :
x

(t) x(t, t
0
, x
0
) 0 khi t +} c gi l min ht ca nghim ny ti
thi im t
0
. Khi min ht khng ph thuc vo t
0
, nu = R
n
th ni nghim
trn l ht ton cc, = D th ni nghim trn l ht ton cc trn tp D.
bi ton c n gin, ta thng cho thm gi thit
f(t, 0) = 0, t 0.
Khi nghim x = x

(t) thng ly l nghim tm thng x = x

(t) = 0, t 0.
Trong trng hp x

(t) khng tm thng th dng php i bin z(t) = x(t)

x

(t) a h (1.1) v h ca bin z : z = g(t; z) vi tnh cht: g(t; 0) = 0.

1.2 Phng php nghin cu tnh n nh
Ta c th kho st tnh n nh bng phng php th nht Lyapunov, phng
php th hai ca Lyapunov, cc bt ng thc chuyn dng hoc kho st trc
tip theo nh ngha.
Chng 1. Tng quan v l thuyt n nh 7
1.2.1 Phng php th nht Lyapunov
Phng php ny nghin cu tnh n nh ca cc h n gin trc sau pht
trin kt qu cho cc h phc tp hn. Vic kho st tnh n nh c thc hin
thng qua vic tm tp ph ca ton t tuyn tnh.
H tuyn tnh thun nht dng
H tuyn tnh thun nht dng l h c dng
x = Ax (1.3)
A : D
A
X X; t 0, x X.
Tp gii ca A:
(A) := { C : (I A)
1
tn ti v lin tc},
trong , I l nh x ng nht trong X. Ph ca A l tp
(A) := C \ (A)
Nu A l ma trn c n n th
(A) = { C : det(A I) = 0}.
D thy h (1.3) c nghim tm thng x 0, t R
+
.
nh l 1.2. Nu mi phn t ca tp ph (A) u c phn thc m th h
(1.3) l n nh tim cn (hay trng thi cn bng tm thng x 0 l n nh
tim cn).
Nu mi phn t ca ph (A) u c phn thc khng dng v cc phn t c
phn thc bng 0 l nghim n th h (1.3) l n nh.
Nu (A) c phn t vi phn thc dng th h khng n nh.
Tiu chun Hurwitz
Khi A l ma trn hng c n n, vic tm tp ph (A) l kh. Ngi ta hay s
dng nh l Hurwitz, c nhc li di y kho st tnh n nh.
Gi s phng trnh c trng det(A I) = 0 ca h (1.3) l:
f() = a
0
+ a
1
+ a
2

2
+ ... + a
n1

n1
+ a
n

n
.
Chng 1. Tng quan v l thuyt n nh 8
Ta ni n c dng chun khi a
0
> 0 v a
n
= 0, (n 1). Khi , ta ni y l mt
a thc Hurwitz nu phn thc ca mi gi tr ring ca n u m. Ma trn sau
y c gi l ma trn Hurwitz:
H =
_
_
_
_
_
_
_
_
_
a
1
a
0
0 0 0 . . . 0
a
3
a
2
a
1
a
0
0 . . . 0
a
5
a
4
a
3
a
2
a
1
. . . 0
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
a
2n1
a
2n2
a
2n3
a
2n4
a
2n5
. . . a
n
_
_
_
_
_
_
_
_
_
y: a
s
= 0 khi s < 0 hoc s > n.
nh l 1.3. iu kin cn v a thc f() l a thc Hurwitz l tt c
cc nh thc con chnh ca ma trn Hurwitz ca n u dng, tc l
_

1
= a
1
> 0.

2
=

a
1
a
0
a
3
a
2

> 0.
. . . . . . . . . . . . . . . .

n
= a
n

n1
> 0.
H qu.Nu phng trnh c trng ca h (1.3) l mt a thc Hurwitz th h
l n nh tim cn.
H tuyn tnh thun nht khng dng
H tuyn tnh thun nht khng dng:
x = A(t)x (1.4)
Vi h ny ta khng cn khi nim phng trnh c trng. Do ta xy dng
ph theo cch khc.
nh ngha 1.2. Gi s x = x(t) l mt nghim ca h (1.4), ta gi gii hn
[x] = limsup
t+
1
t
lnx(t)
l s m Lyapunov (hay s m c trng) ca nghim ny. Tp hp cc s m
Lyapunov khc ca tt c cc nghim ca h (1.4) c gi l tp ph
Chng 1. Tng quan v l thuyt n nh 9
Lyapunov ca h.
nh l 1.4. Nu A(t) l mt ma trn hm lin tc v b chn trn R
+
A(t) C, t 0 (0 < C < )
th mi nghim tm thng ca h (1.4) u c s m c trng hu hn. Trong
trng hp ny h (1.4) c ng n s m c trng (khng nht thit khc nhau).
nh l 1.5. H (1.4) l n nh tim cn nu s m c trng cc i m

max
= max{
i
} < 0.
trong
i
l phn t ca tp ph ca A(t).
H tuyn tnh
H tuyn tnh c dng
x = A(t)x + f(t)
Nu f(t) l mt hm lin tc, gii ni trn R
+
th tnh n nh ca h ny c
suy trc tip t tnh n nh ca h (1.4).
H ta tuyn tnh
Xt h ta tuyn tnh sau vi f(t; 0) = 0.
x = A(t)x + f(t, x) (1.5)
Gi s A(t) l ma trn n nh tim cn v tn ti ln cn nh ca im gc
ta , sao cho vi mi x thuc ln cn , ta c:
f(t, x) (t) x(t)
trong (t) l mt hm dng no trn R
+
v (t) 0 khi t + th h
(1.5) n nh.
C th thay iu kin (t) 0 khi t + bi iu kin
_
+
0
(t)d(t) c < +.
H phi tuyn
Xt h dng phi tuyn
x = f(t, x) (1.6)
Chng 1. Tng quan v l thuyt n nh 10
f(t, 0) = 0, t 0.
Gi s hm f(t, x) lin tc theo t v kh vi theo x. Phn tch Taylor f(t, x) ti
x = 0 ta c
f(t, x) =
f(t, 0)
x
x + g(t, x).
t A(t) =
f(t, 0)
x
ta a h (1.6) v dng
x = A(t)x + g(t, x).
y l mt h dng ta tuyn tnh. Tnh n nh ca n ph thuc vo tp ph
ca ma trn
f(t, 0)
x
v tnh cht ca phn ui g(t, x).
1.2.2 Phng php th hai Lyapunov
Phng php ny kho st tnh n nh thng qua mt hm b tr gi l hm
Lyapunov. Cc kt qu nhn c ch l cc iu kin h n nh. Xt h
(1.6):
x = f(t, x)
f(t, 0) = 0, t 0.
trong x X, f tha mn iu kin tn ti, duy nht, ko di nghim.
K hiu K (gi l lp hm Hahn) l tp cc hm s a(.) : R
+
R
+
, trong a(.)
l hm lin tc, n iu tng trn R
+
v a(0) = 0.
nh ngha 1.3. Mt hm V (t, x) kh vi lin tc theo t v theo x trn mt ln
cn R
+
D, (D m), nhn gi tr trong R
+
V : R
+
D R
+
, V C
(1,1)
t,x
(R
+
D)
c gi l hm Lyapunov ca h (1.6) nu:
i) V (t, 0) = 0, t 0.
ii) Tn ti hm a K sao cho
a(x) V (t, x), (t, x) R
+
D.
Chng 1. Tng quan v l thuyt n nh 11
iii) d
f
V (t, x) =
V
t
+
V
x
f(t, x) 0, (t, x) R
+
D (o hm theo t dc theo
nghim ca h).
Trng hp V (t, x) l hm Lyapunov v tn ti b, c K sao cho
V (t, x) b(x), (t, x) R
+
D
d
f
V (t, x) c(x), t R
+
, x D\{0}.
th V (t, x) c gi l hm Lyapunov cht ca h (1.6).
nh l 1.6. Nu h (1.6) c hm Lyapunov th n n nh, c hm Lyapunov vi
o hm theo t dc theo nghim l m th n n nh tim cn, c hm Lyapunov
cht th n n nh tim cn u.
nh l trn y ch cho iu kin v n nh. Vic tm hm Lyapunov cha
c phng php tng qut v hm Lyapunov khng duy nht cho mi h.
1.3 Phng trnh sai phn
Trong thc tin cc b s liu thng c thu thp v x l ti mt s thi
im ri rc. Thng dng nht l trn tp thi gian ri rc cch u nhau mt
khong l h > 0.
Vi mt thi im khi u t
0
tp {t
0
+nh : n Z}, (Z l tp cc s nguyn) gi
l mt li thi gian vi bc li h. Nu ly n v thi gian l h = 1 v t
0
= 0,
ta c li thi gian chnh l Z. Trong lun vn ta ch s dng Z
+
= {0; 1; 2; ...}
Mt ng thc vi hm cha bit x
(.)
trn tp Z c dng nh sau ta s gi l mt
phng trnh sai phn cp k, dng chnh tc.
x
t+k
= f(t; x
t+k1
; x
t+k2
; ...; x
t
) (1.7)
f : Z X X
c gi thit tt vi b gi tr cho trc (t
0
; x
0
k1
; x
0
k2
; ...; x
0
0
) Z
+

D, (D X) xc nh c duy nht mt hm i s nguyn x

t
, tha mn iu
kin ban u trn. Vi b gi tr ban u trn y, bng cch truy hi lin tip,
ta c gi tr x
t
ti mi t tip theo.
Tuy nhin cng thc gii phng trnh bng truy hi nh vy thng rt cng
Chng 1. Tng quan v l thuyt n nh 12
knh, t khi mang li kt qu mong i.
Khi nim mt nghim x = x

t
ca phng trnh (1.7) l n nh, n nh tim
cn, ht,... c pht biu tng t nh trng hp bin lin tc.
Cc tiu chun n nh cng c xy dng tng ng vi hai loi qu trnh: lin
tc v ri rc.
Ta nu li mt vi du hiu n nh cho h phng trnh sai phn cp mt:
H sai phn dng thun nht, cp mt, h s hng:
x
t+1
= Ax
t
(1.8)
nh l 1.7. H (1.8) l n nh tim cn nu A < 1 hoc || < 1, (A).
H (1.8) l khng n nh nu A > 1 hoc tn ti (A) sao cho || > 1.
H sai phn cp mt dng ta tuyn tnh, h s bin thin:
x
t+1
= A(t)x
t
+ f(t, x
t
) (1.9)
nh l 1.8. [16] H (1.9) l n nh tim cn nu hai iu kin sau tha mn:
(i) q (0; 1) : A(t) = q, t Z
+
,
(ii) f(t, x) (t)x, t Z
+
, x X v limsup
t
(t) = 0.
H sai phn cp mt dng phi tuyn:
x
t+1
= f(t, x
t
) (1.10)
nh l 1.9. [16] Gi s tn ti cc s m > 0, nguyn, 0 p
1
< p
2
< ... <
p
m
;
1
,
2
, ...,
m
0 sao cho:
f(t, x)
m

i=1

i
x
p
i
.
Khi h (1.10) n nh tim cn nu mt trong hai iu kin sau tha mn:
(i) 0 <
1
< 1 v p
1
1,
(ii) 0 <
1
v p
1
> 1.
L thuyt v phng trnh vi phn v n nh nghim l rt rng (xem [4] - [11]]).
Trn y l nhng im c bn nht, lin quan trc tip hay gin tip n phn
nghin cu chng sau.
Chng 2
Nghin cu m hnh
tng trng Solow theo
hng nh tnh
Cc m hnh trong thc tin c vit di dng cc phng trnh vi phn hoc
sai phn ngy cng thu ht c nhiu s ch . Khc vi cc bng thng k
s liu n thun, cc phng trnh vi phn hay sai phn l nhng h ng lc.
Chng thng m t cc qu trnh thc tin mt cch sng ng thun theo
chiu hng tng ca mt bin c lp, thng gi l thi gian.
c nhiu m hnh nh th trong cc lnh vc khc nhau v K thut, Kinh
t, X hi, Mi trng, Y t,... M hnh Solow l mt trong s cc m hnh nh
vy. Robert Solow l mt nh ton hc, kinh t hc ngi M.
Trn c s quan st s pht trin ca nn kinh t v m ca mt s quc gia, c
bit l ca Hoa k trong khong 10 nm sau Chin tranh th gii 2, nm 1956
ng gii thiu m hnh kinh t di dng ton hc.
M hnh ny nhanh chng c nhiu ngi quan tm v ngi ta thy l n gii
thch rt tt bn cht ca s tng trng kinh t ca cc quc gia trong nhng
iu kin nht nh. Nm 1986 Robert Solow c nhn gii thng Noben Kinh
t nh cng trnh ny. Cc bin c bn trong m hnh Solow l lng lao ng,
lng vn, lng sn phm ca nn sn xut, t l vn trn lao ng, t l u ra
trn lao ng v gin tip l lng u t, tit kim,... Cc tham s quan trng
13
Chng 2. Nghin cu m hnh tng trng Solow theo hng nh tnh 14
l ch s tch ly, ch s st gim vn,... M hnh ban u c m t km theo
nhiu gi thit nhm l tng ha cc i lng kinh t v gim bt cc mi
quan h kh x l. Cc iu kin l:
Thi gian l mt qu trnh lin tc.
Nn sn xut l gin n, khng c tin b cng ngh.
Nn sn xut l ng, th trng thun ty (khng c nhiu: Thng mi
Quc t, s can thip ca Chnh ph,...).
Mi lao ng u c vic lm.
Sau khi ra i v c bit l sau khi tr nn ni ting m hnh Solow ngy cng
c nghin cu su, khng ngng c ci tin v m rng.
Cc nh kinh t thng khai thc u th ca m hnh vn dng vo cc nn
kinh t c th. Mt s khc tm kim cc li th bng cc tng quan gia cc
bin hay cc tham s, chng hn nh t l gia ch s tch ly v st gim vn,
tiu dng v tit kim sao cho ti u. Cc nh x hi hc, mi trng hc th
a thm yu t nhim vo m hnh v hnh thnh mt khuynh hng ring
gi l "m hnh Solow xanh".
Cc nh ton hc thng tm cch tng qut ha m hnh bng cch gim nh
cc iu kin c bn ca m hnh, a thm vo cc tc ng t bn ngoi hoc
chnh sa cc yu t cu thnh ca m hnh. Trong lun vn ny chng ta trnh
by mt vi chnh sa lut tng trng dn s v kt hp a thm vo yu t
tin b ca cng ngh.
Ngay thi k trc khi m hnh Solow ra i ngi ta quan tm n cc hm
sn xut, hm m t nt chung nht ca mi nn kinh t v m. Chng thng
c cho di dng sau
Y (t) = F(K(t), L(t)) (2.1)
trong K(t), L(t), Y (t) tng ng l lng vn, lng lao ng v lng u ra
ca nn sn xut ti thi im t. Mi loi hm sn xut cn tha mn cc iu
kin nht nh. Cc hm tha mn 4 iu kin sau c xp vo lp hm "tn
c in":
Chng 2. Nghin cu m hnh tng trng Solow theo hng nh tnh 15
(i) F(K, L) = F(K, L) vi , K, L R
+
(CRS).
(ii) F(K, 0) = F(0, L) = 0, vi K, L R
+
.
(iii)
F
K
> 0,
F
L
> 0,

2
F
K
2
< 0,

2
F
L
2
< 0.
(iv) lim
K0
F
K
= lim
L0
F
L
= +; lim
K+
F
K
= lim
L+
F
L
= 0 (Inada).
Mi iu kin u mang mt ngha ring, chng hn iu kin u CRS
(constant return to scale):
= 1 tng ng vi trng hp sn xut khng ph thuc vo quy m.
> 1 tng ng vi trng hp sn xut tng theo quy m.
< 1 tng ng vi trng hp sn xut gim theo quy m.
2.1 M hnh Solow c in
Trong m hnh ca mnh Robert Solow chn hm sn xut l hm Cobb-Douglas
Y (t) = F[K(t), L(t)] = K(t)

L(t)
1
(2.2)
hay vit ngn gn:
Y = K

L
1
.
trong (0, 1); > 0.
D thy hm ny tha mn cc tnh cht ca mt hm sn xut dng tn c
in. Solow chn lut tng trng dn s l lut tng trng t nhin c dng
m ca Malthus

L(t) = nL(t), L(0) = L

0
> 0. (2.3)
vi tc tng trng dn s l mt hng s dng n.
L = L(t) l lng lao ng ti thi im t.
n gin bi ton, ta quy c coi lng lao ng chim mt t l nht nh
no ca dn s. iu cho php ta dng chung mt phng trnh m t s
tng trng ca hai yu t ny. Y = Y (t), K = K(t), L(t) l cc bin kinh t.
iu kin ban u thng c cho dng:
K(0) = K
0
, L(0) = L
0
(K
0
, L
0
> 0).
Chng 2. Nghin cu m hnh tng trng Solow theo hng nh tnh 16
K, L l cc bin u vo (bin gii thch). Y l bin u ra (bin c gii thch).
Khung cnh c xt l trong mt quc gia hoc c th gii.
Vn v lao ng l hai yu t quan trng nht ca mi nn kinh t xt v v m.
Cc k hiu:
k =
K
L
c gi l t s vn trn lao ng;
y =
Y
L
c gi l t s u ra trn lao ng.
k, y l hai yu t quyt nh nht, c trng cho trnh pht trin cao hay thp
ca mt nn kinh t.
Ta k hiu tip I = I(t) l lng u t ti thi im t.
Trong kinh t, lng u t I c coi l bng lng tch ly. N c tnh theo
cng thc
I = sY
trong s l mt hng s dng, c gi l ch s tch ly.
Gi ch s st gim vn (li vay ngn hng). l mt hng s dng. Khi
ta c quan h:

K = sY K. (2.4)
T quan h ny, t hm sn xut v cc k hiu trn y, Robert Solow i n
m hnh c m t bi h phng trnh (xem [7])
y = k

(2.5)

k = sk

( + n)k (2.6)

L(t) = nL(t), L(0) = L

0
> 0. (2.7)
Mnh :
Phng trnh tng trng lao ng Malthus l khng n nh. Cc phng trnh
(2.5), (2.6) c im cn bng l
k =
_
s
+ n
_
1
1
= k

y =
_
s
+ n
_

1
= y

Chng 2. Nghin cu m hnh tng trng Solow theo hng nh tnh 17

Tnh khng n nh ca phng trnh dn s l d thy v tp ph l (A) =
{} = {n} vi Re = n > 0.
Nhn xt:
trng thi cn bng (2.5), (2.6) c th thy
k

s
> 0;
y

s
> 0
k

< 0;
y

< 0
k

n
< 0;
y

n
< 0.
Ni cch khc, trng thi cn bng t s vn trn lao ng v t l u
ra trn lao ng ph thuc dng vo ch s tch ly, ph thuc m vo ch
s st gim vn, ph thuc m vo tc tng trng dn s. T quan h
ny ngi ta i n nhn nh: Cc quc gia giu c t l tch ly cao hn,
c t l tng trng dn s thp hn cc quc gia ngho.
Ta thy, cc gi thit ca m hnh cn qu cht, cn ci tin st vi tnh
hnh thc t, trong m hnh ny yu t tin b cng ngh cha c tnh
n. iu ny cng cn c thay i.
M hnh Solow c in gi thit rng tc tng trng dn s l mt hng
s dng n > 0. Khi hm tng trng lao ng l
L(t) = L
0
e
nt
.
y l cc ng cong c dng hm m. Trong cc qu trnh vi thi gian
hu hn, m hnh ny s dng rt tin li.
Song nu t + th thy ngay L(t) +. iu ny l v l v iu kin
sng trn hnh tinh (hoc trn lnh th ca mi quc gia) l c gii hn.
Tm li, mi m hnh l tt trong mt ng cnh no m khng l hon
ho trong mt ng cnh khc. Lut tng trng dn s Malthus l d chp
nhn trong bi cnh tng t nhin v trong mt khong thi gian ngn. N
khng cn ph hp trong mi trng c cnh tranh, c iu tit v c bit
l trong c qu trnh di.
Chng 2. Nghin cu m hnh tng trng Solow theo hng nh tnh 18
iu ny ko theo s khng hp l ca cc quan h v t s vn trn lao ng
trong nhng hon cnh . l l do tip tc ci tin m hnh Solow c in
theo cc hng khc nhau.
Cc ci tin thng c thc hin bng cch lng ha hoc b bt mt s iu
kin no trong cc gi thit nu hoc thay th cc lut tng trng dn s
c in bng cc lut tng trng tin tin, st thc t hn.
C nhiu phng n thay th phng trnh tng trng Malthus, chng hn
thay bng tng trng Logistic [8], tng trng V.Bertalanfy (1937)[4, 6], tng
trng Schoener (1973),...
Trong [6], Brida v Maldonado thay lut tng trng Malthus bi lut tng
trng Bertalanffy (1937)

L(t) = r(L

L(t)); L(0) = L
0
, (2.8)
trong L

l mt hng s dng rt ln, c trng cho sc cha ti a ca

mi trng (i vi dn s). Vi lut tng trng ny, m hnh tng trng kinh
t trnh c tnh hung L(t) khi thi gian dn v v cng. Cng trnh
ny cng ginh mt phn ni dung nhm gii thiu v cch tra cu biu thc
tng ca cc ng cong tch phn.
Trong [5] Brida v Pareyra (2008) tm cch chuyn cc kt qu h lin tc
sang h sai phn. Do kh khn khi lm vic vi li thi gian ri rc, nht l vic
gii tng mt s phng trnh sai phn, cc tc gi buc phi t ra mt s gi
thit chung chung, khng gn vi cc m hnh c th.
Trong [7] Brock v Taylor ci tin m hnh Solow theo hng a thm vo yu
t nhim mi trng. Hng nghin cu ny ang c nhiu tc gi quan tm.
2.2 M hnh Solow vi hm tng trng
Gompertzs
m hnh Solow c in, s tng trng dn s c gi thit tun theo dng
m ca Malthus. Nh trn ta ch ra s khng ph hp: l khi t +
dn s cng dn ra v cng, vt qu kh nng chu ng L

ca mi trng.
trnh iu hn ch trn y nhiu m hnh tng trng dn s khc c
Chng 2. Nghin cu m hnh tng trng Solow theo hng nh tnh 19
gii thiu.
Vn dng cc lut tng trng ny, m hnh tng trng Solow tng ng s c
nhng tnh cht ph hp hn trong vic m t thc tin ca cc qu trnh tng
trng kinh t.
Cc nghin cu v tng trng dn s thng c thc hin mt cch c lp.
Song, trong m hnh Solow cc i lng nh t s vn trn lao ng, t s u
ra trn lao ng ph thuc mt cch trc tip vo qu trnh tng trng lao
ng, mt b phn ca lng dn s.
V th, iu chnh cc lut tng trng dn s s l nhng tc ng lm thay
i t nhiu c im ca m hnh tng trng Solow.
mc ny, thay cho lut c in Malthus ta s dng lut tng trng dn s
Gompertzs (gii thiu nm 1977) di y :

L(t) = rL(t) ln(

L(t)
L

)
2.2.1 M hnh Solow vi lut dn s Gompertzs,
cha tnh n tin b cng ngh
Ly hm sn xut l hm Cobb-Douglas
Y = F(K, L) = K

L
1
Hm sn xut ny khng cha yu t tin b cng ngh. D thy hm ny tha
mn cc yu cu i vi mt hm sn xut:
(i) F(K, L) = F(K, L) vi , K, L R
+
.
(ii) F(K, 0) = F(0, L) = 0, vi K, L R
+
.
(iii)
F
K
> 0,
F
L
> 0,

2
F
K
2
< 0,

2
F
L
2
< 0.
(iv) lim
K0
F
K
= lim
L0
F
L
= +; lim
K+
F
K
= lim
L+
F
L
= 0.
Phng trnh tng trng vn:

K = sF(K, L) K
(- ch s st gim vn (li sut vay ngn hng)).
Ta vn dng cc k hiu:
Chng 2. Nghin cu m hnh tng trng Solow theo hng nh tnh 20
k =
K
L
ch t s vn trn lao ng, y =
Y
L
ch t s u ra trn lao ng
K hiu thm: f(k) = F
_
K
L
, 1
_
= F(k, 1).
T phng trnh tng trng vn v biu thc ca k, ta c

k =
L

K K

L
L
2
=

K
L

K
L
.

L
L

k
k
=

K
L
.
L
K

K
L
.

L
L
.
L
K
=

K
K

L
L
=
sF(K, L) K
K
n(t)
=
sF
_
K
L
, 1
_
K
K
n(t)

k = sf(k) [ + n(t)]k. (2.9)
f(k) = F
_
K
L
, 1
_
= k

.
Nh vy, ta c m hnh

k = sk

[ + n(t)]k (2.10)

L(t) = rL(t) ln(

L(t)
L

) (2.11)
y = k

(2.12)
nh l 2.1. M hnh Solow vi lut tng trng dn s Gompertzs l mt m
hnh n nh.
Khi thi gian dn v v cng trng thi (L(t), k(t), y(t)) vi im xut pht bt
k trong (R
+
\ {O})
3
u ht v im cn bng (L

k; y), trong O(0; 0; 0);

k =
(
s

)
1
1
; y = (
s

1
.
Chng minh.
Ta lu rng cc bin L, k, y tham gia vo h c lp theo tng phng trnh.
Do , ta c th xem xt chng mt cch ring r.
Chng 2. Nghin cu m hnh tng trng Solow theo hng nh tnh 21
u tin l phng trnh tng trng dn s:

L(t) = rL(t)ln
_
L(t)
L

_
L(0) = L
0
,
Ta tm hm tng trng ca m hnh ny
T (2.11) ta c

L = rLln
_
L
L

_
=

L = rL(lnL ln L

)
t
z = lnL = z =

L
L
=

L = z.L
Ta c
z.L = rL(z ln L

)
z + rz = rln L

(2.13)
Gii phng trnh ny. Phng trnh thun nht tng ng:
z + rz = 0

dz
dt
= rz

dz
z
= rdt
=z = C.e
rt
Vy nghim tng qut ca phng trnh thun nht l
z = C.e
rt
Chng 2. Nghin cu m hnh tng trng Solow theo hng nh tnh 22
Coi C nh l mt hm s ca t
z = C(t)e
rt
Thay vo phng trnh khng thun nht, ta c:

C(t)e
rt
+ C(t)(r)e
rt
+ r.C(t)e
rt
= rln L

C(t)e
rt
= rln L

=

C(t) =
rln L

rt
Hay

C(t) = rln L

e
rt
=C(t) =
_
rln L

e
rt
dt = ln L

e
rt
+ D
Vy phng trnh (2.13) c nghim tng qut l
z = C(t)e
rt
= (ln L

e
rt
+ D)e
rt
= ln L

+ D.e
rt
Thay iu kin ban u:
z(0) = lnL(0) = lnL
0
= ln L

+ D =D = lnL
0
ln L

(2.14)
M
z(t) = lnL(t) = ln L

+ D.e
rt
=L(t) = e
D.e
rt
+ln L

= e
(lnL
0
ln L

)e
rt
+ln L

Vy
Chng 2. Nghin cu m hnh tng trng Solow theo hng nh tnh 23
L(t) = L

e
(lnL
0
ln L

).e
rt
. (2.15)
Tip theo ta tm tc tng trng:
n(t) =

L(t)
L(t)
L(t) = e
(lnL
0
ln L

).e
rt

L(t) = L

((lnL
0
ln L

).e
rt
).e
(lnL
0
ln L

).e
rt
= rt(lnL
0
ln L

).e
rt
.e
(lnL
0
ln L

).e
rt
=n(t) =
r L

(lnL
0
ln L

)e
rt
.e
(lnL
0
ln L

).e
rt
e
(
lnL
0
ln L

)e
rt
L

Vy
n(t) = r(lnL
0
ln L

).e
rt
(2.16)
T (2.15), ta thy trng thi cn bng L = L

l n nh tim cn v L(t) l
ht v L

khi t .
T (2.16), ta c n(t) 0 khi t +.
Ch : Bng phng php th hai ta cng c th chng minh phng trnh
tng trng dn s Gompertzs l n nh tim cn.
Qu vy, chn hm Lyapunov nh sau
V (L) = L L

(ln L ln L

)
D thy: L = L

l trng thi cn bng khc 0 ca phng trnh v V (L) tha

mn cc iu kin sau:
(i) V (L

) = 0
(ii) V (L) > 0, L = L

Qu vy,

V =
L L

L
= 0 L = L

V (L

) =
L

L
2
> 0.
Vy, V c cc tiu cht ti L = L

.
Do V (L) > V (L

) = 0, L > 0.
Chng 2. Nghin cu m hnh tng trng Solow theo hng nh tnh 24
(iii)
dV (L(t))
dt
=
dV
dt
+
dV
dL

L
=
dV
dL

L
= rL(1
L

L
)(ln L ln L

)
= r(L

L)(ln L ln L

) < 0, L > 0.
Vy trng thi cn bng dng L = L

ca phng trnh tng trng dn s

trn l n nh tim cn.
Ta xt phng trnh tng trng t s vn trn lao ng:

k = sk

[ + n(t)]k
Gii phng trnh ny:
t
u = k
1
u = (1 )

k
k

Khi phng trnh (2.10) tr thnh

u = ( 1)[ + n(t)]u + (1 )s (2.16.a)
Phng trnh thun nht ca (2.16.a):
u = ( 1)[ + n(t)]u
u = De
(1) [+n(t)]dt
u =

De
(1) [+n(t)]dt
+ D( 1)[ + n(t)]e
(1) [+n(t)]dt
Bin thin hng s, ta c

D = e
(1) [+n(t)]dt
(1 )s
D = C + (1 )s e
(1) [+n()]d
dt
Chng 2. Nghin cu m hnh tng trng Solow theo hng nh tnh 25
Vy nghim tng qut ca phng trnh (2.16.a) l
u = Ce
(1) [+n(t)]dt
(1 )s
Thay li
u = k
1
k
1
= Ce
(1) [+n(t)]dt
+ (1 )s
k =
_
Ce
(1) [+n(t)]dt
+ (1 )s
_
1
1
V
y =
_
Ce
(1) [+n(t)]dt
+ (1 )s
_

1
(2.16.b)
Trong
n(t) = r(lnL
0
lnL

)e
rt
(2.16.c)
Gi s cho iu kin ban u
k(0) = k
0
Gi
u(0) = u
0
= k
1
0
v tr li phng trnh (2.16.a)
_
_
_
u + (1 )[ + n(t)]u = (1 )s
u(0) = u
0
.
Theo cng thc Cauchy, ta c nghim tha mn h l
u(t) = e
A(t)
(u
0
+
t
_
0
(1 )se
A()
d), (2.17)
Chng 2. Nghin cu m hnh tng trng Solow theo hng nh tnh 26
trong
A(t) =
t
_
0
(1 )[ + n()]d
=
t
_
0
( 1)[ + n()]d,
Ta c n(t)
t+
0 .
Vy + n() l mt lng b chn v dng khi ln.
Li c < 1 nn d thy
A(t) =
t
_
0
( 1)[ + n()]d
t+
(2.16.d)
Gi s u
1
(t) l mt nghim bt k ca (2.16.a) vi iu kin ban u
u
1
(t) = u
1
(u
1
> 0).
Theo cng thc nghim Cauchy
u
1
(t) = e
A(t)
[u
1
+
t
_
0
(1 )se
A()
d]
Ta c nh gi
|u(t) u
1
(t)| = |u
0
u
1
|e
A(t)
(2.16.e)
T y ta thy: do A(t)
t+
nn cc nghim u(t) v u
1
(t) l ht vo
nhau, ngha l:
|u(t) u
1
(t)|
t+
0
Do u
1
l ty trong R
+
nn tnh ht ni trn l ton cc,
Tip theo, ta xt xem cc nghim ca (2.16.a) ht ton cc v gi tr c nh no.
Chng 2. Nghin cu m hnh tng trng Solow theo hng nh tnh 27
T cng thc nghim Cauchy trn, ta c
lim
t+
u(t) = lim
t+
e
A(t)
[u
0
+
t
_
0
(1 )se
A()
d]
= lim
t+
u
0
+
t
_
0
(1 )se
A()
d
e
A(t)
= lim
t+
(1 )se
A(t)
(1 )[ + n(t)]e
A(t)
= lim
t+
s
+ n(t)
=
s

.
Thay li bin k, y ta c
lim
t+
k(t)
1
=
s

lim
t+
k(t) =
_
s

_
1
1
:=

k (2.16.f)
Ta gi gii hn ny l

k, v
lim
t+
y(t) =
_
s

_

1
:= y (2.16.g)
T (2.15), (2.16.f) v (2.16.g) ta c (L(t); k(t); y(t)) l ht ton cc v (L

k; y),
khi t +. Trng thi cn bng ny l n nh tim cn.
Ta li c

k =
_
s

_
1
1
>
_
s
+ n
_
1
1
= k

(2.16.h)
y =
_
s

_

1
>
_
s
+ n
_

1
= y

. (2.16.i)
y ta ly = 1 v n > 0 l hng s. nh l c chng minh.
Nhn xt. So vi m hnh Solow c in, m hnh Solow vi hm tng trng
Gompertzs c nhng c im mi:
Hm tng trng L(t) c dng hm m khi t b v L(t) L

khi t + .
Chng 2. Nghin cu m hnh tng trng Solow theo hng nh tnh 28
Tc tng trng: n(t) < 0, t 0 v n(t) 0 khi t +.
Tuy vy, vi L
0
<
1
e
L

bt k cc gi tr tham s hoc gi tr ban u ra

sao, hm tng trng dn s u c tung im un l mt hng s c
nh L
u
=
L

e
. y l mt iu cha c t nhin.
2.2.2 M hnh Solow vi lut dn s Gompertzs,
c tnh n tin b cng ngh
Trong m hnh trn ta cha tnh n yu t tin b ca cng ngh. Ni n gin,
ta cho rng trong qu trnh tng trng nng lc lm vic trung bnh ca ngi
lao ng l khng i.
Trong bc ci tin tip theo ta s gi thit rng nng lc lm vic c nng
dn ln trong qu trnh sn xut. iu c biu th bng mt i lng G(t),
gi l tin b ca cng ngh.
Qua phn tch m hnh ta mun lm r hn bn cht v ng lc ca s gia tng
yu t u ra ca nn kinh t.
Hm sn xut dng Cobb-Douglas c tnh n tin b cng ngh, c cho nh
sau
F(K, L) = K

(GL)
1
. (2.18)
y G = G(t) l i lng c trng cho s tin b v nng lc sn xut ca
mi lao ng.
n gin biu thc, ta coi = 1. biu th rng, thc s c s tin b
(theo thi gian) v nng lc lm vic trung bnh ca ngi lao ng, ta gi thit
G(t) > 1, t 0. (2.19)
nh l 2.2. M hnh Solow vi hm tng trng Gompertzs c tnh n tin b
cng ngh c tnh ht ton cc: (k(t), y(t)) tin dn v trng thi cn bng (

k, y).
Hai thnh phn ca trng thi cn bng ny tng so vi (k

, y

) m hnh c
in mt lng ng bng lng tin b cng ngh.
Chng minh. t
g(t) =

G(t)
G(t)
(2.20)
Chng 2. Nghin cu m hnh tng trng Solow theo hng nh tnh 29
Nh vy, g(t) l tc tin b cng ngh.
Tr li vi hm sn xut:

K = sY K
= sK

G
1
L
1
K.
Ta vn dng cc k hiu c
k(t) =
K(t)
L(t)
; y(t) =
Y (t)
L(t)
v a thm mt vi k hiu mi:

k(t) =
k(t)
G(t)
=
K(t)
L(t)G(t)
y(t) =
y(t)
G(t)
=
Y (t)
L(t)G(t)
.
Ta c

k(t) =

_
K
GL
_
=
GL

K K

GL KG

L
(GL)
2
= s
_
K
GL
_

_
K
GL
_

K
GL
.

G
G

K
GL
.

L
L
= s

(t) [ + g(t) + n(t)]

k(t) (2.20.a)
V
y(t) =

(t).
Trong : n(t) = r(lnL
0
lnL

)e
rt
l tc tng trng dn s.
g(t) l tc gia tng ca tin b cng ngh.
Bng cc tnh ton tng t nh nh l 2.1, ta ch ra c

k(t) =
_
s
n + g +
_
1
1
y(t) =
_
s
n + g +
_

1
.
Chng 2. Nghin cu m hnh tng trng Solow theo hng nh tnh 30
Cho t + ta c:
lim
t+

k(t) =
_
s

_
1
1
lim
t+
y(t) =
_
s

_

1
Lu n cc k hiu

k, y ta c c
k(t) = G(t)
_
s
+ g(t) + n(t)
_
1
1
(2.20.b)
y(t) = G(t)
_
s
+ g(t) + n(t)
_

1
(2.20.c)
K(t) = G(t)L(t)
_
s
+ g(t) + n(t)
_
1
1
(2.20.d)
Y (t) = G(t)L(t)
_
s
+ g(t) + n(t)
_

1
(2.20.e)
Nhn xt.
1.T (2.20.b) (2.20.e) ta thy tng trng ca cc i lng t s vn trn
lao ng, t s u ra trn lao ng v bn thn lng vn, lng sn phm u
ra ti thi im t u tng ln so vi trng hp trc (cha tnh n tin b
cng ngh) mt lng ng bng G(t).
2. Lut tng trng Gompertzs l d chp nhn hn so vi lut Malthus. Tuy
nhin n vn c nhng im x cng, chng hn nh khi L
0
< L

/e th tung
im un ca ng cong L = L(t) lun c tung l L

/e, khng k gi tr cc
tham s hay gi tr ban u ra sao. Qu vy,

L(t) =rL

(lnL
0
lnL

)[re
rt
.e
(lnL
0
lnL

).e
rt
+
e
rt
.(e
(lnL
0
lnL

).e
rt
r(lnL
0
lnL

).e
rt
)]
= rL

(lnL
0
lnL

)[re
rt
.e
(lnL
0
lnL

).e
rt

r.e
2rt
(lnL
0
lnL

).e
(lnL
0
lnL

).e
rt
]
Vy

L(t) = rL

(lnL
0
lnL

)[re
rt
.e
(lnL
0
lnL

).e
rt
(1 + e
rt
(lnL
0
lnL

)]
Chng 2. Nghin cu m hnh tng trng Solow theo hng nh tnh 31
Ta c

L(t) = 0
1 + e
rt
(lnL
0
lnL

) = 0
1 = e
rt
(lnL
0
lnL

)
=e
rt
=
1
lnL
0
lnL

=rt = ln
_

1
lnL
0
lnL

_
=t =
1
r
ln
_

1
lnL
0
lnL

_
= t
n
Thay
t = t
n
=
1
r
ln
_
1
lnL

lnL
0
_
Vo L(t) ta tm tung im un
L
n
L(t
n
) = L

e
(lnL
0
lnL

).e
r.
(

1
r
.ln
(
1
lnL

lnL
0
))
= L

e
(lnL
0
lnL

).e
ln
(
1
lnL

lnL
0
)
= L

e
(lnL
0
lnL

).
1
lnL

lnL
0
=
L

e
.
2.3 M hnh Solow vi hm tng trng
dn s Richards, c tnh n tin b
cng ngh
Ta thy lut tng trng dn s Bertalanfy hay Gompertzs m t st hn thc
t tng trng so vi lut Malthus. Tuy vy, chng cng cn c nhng nhc
im. Lut tng trng dn s Richards di y c cho l c nhiu u im.

L = rL[1 (
L
L

] (2.21)
L(0) = L
0
Chng 2. Nghin cu m hnh tng trng Solow theo hng nh tnh 32
trong r > 0 l mt hng s dng, c trng cho tc tng trng ring ca
dn s, L

l sc cha ca mi trng, [0; 1]

Xt m hnh Solow vi hm tin b cng ngh G(t). Nh phn tch trn,
s tin b cng ngh l thc s v khng c mt yu t kinh t no dn ra v
cng ta gi thit
Gt) > 1, t 0
v
g(t) =

G(t)
G(t)
0
khi t .
Ly hm sn xut Cobb-Douglas vi h s > 0:
Y = F(K, L) = K

(GL)
1
Dng li cc k hiu k, y,

k, y, g(t) v phng trnh bin ng vn

K = sF(K, L) K = sK

G
1
L
1
K,
nh l 2.3. Khi a vo yu t cng ngh, m hnh Solow vi lut tng trng
dn s Richards s l:

L = rL[1 (
L
L

] (2.22)

k(t) = s

(t) [ + g(t) + n(t)]

k(t), (2.23)
y(t) =

k(t)

, (2.24)
trong
n(t) =
r(L

0
)
L

0
e
rt
+ L

0
M hnh ny l n nh tim cn vi min ht (R
+
\ {O})
3
. Hn na, trng
thi cn bng s gia tng ca t l vn trn lao ng cng nh t l u ra trn
lao ng ng bng lng gia tng ca tin b cng ngh.
Chng minh.
Xt phng trnh tng trng dn s Richards (2.21):

L = rL
_
1
_
L
L

_
Chng 2. Nghin cu m hnh tng trng Solow theo hng nh tnh 33
L(0) = L
0
,
Tm hm tng trng dn s. T phng trnh trn ta c

L = rL
r
L

L
1+
=

L rL =
r
L

L
1+
Chia hai v ca phng trnh trn cho L
1+
ta c:

LL
(1+)
rL

=
r
L

(2.24.a)
t
z = L

=
1
L

z = .L
1
.

L = .

L.L
(1+)

L.L
(1+)
=
z

Thay vo phng trnh (2.24.a), ta c

rz =
r
L

= z + rz =
r
L

(2.24.b)
Gii phng trnh thun nht
z + rz = 0

dz
dt
= rz

dz
z
= rdt
z = e
rt
.C
Ta xem C nh l mt hm s ca t
z(t) = e
rt
.C(t)
Chng 2. Nghin cu m hnh tng trng Solow theo hng nh tnh 34
Thay vo phng trnh (2.24.b), ta c:

C(t).e
rt
=
r
L

C(t) =
re
rt
L

C(t) =
_
r
L

e
rt
dt =
r
L

_
e
rt
dt
=
e
rt
L

+ C
Vy
z(t) =
1
L

+ C.e
rt
.
M
z(0) =
1
L

+ C =
1
L

0
=C =
1
L

1
L

=
L

0
(L
0
L

M
z(t) =
1
L

=
L

0
L

0
e
rt
+
1
L

=
(L

0
)e
rt
+ L

0
L

0
L =
L

L
0
[(L

)e
rt
+ L

0
]
1

(2.24.c)
By gi ta tnh tc tng trng n(t):
n(t) =

L(t)
L(t)
= r
r
L

Chng 2. Nghin cu m hnh tng trng Solow theo hng nh tnh 35

= r
r
L

.
L

0
(L

0
)e
rt
+ L

0
=
r[(L

0
)e
rt
+ L

0
]
(L

0
)e
rt
+ L

0
Nh vy, ta c
n(t) =
r[(L

0
)]
(L

0
) + L

0
e
rt
(2.24.d)
T (2.24.a), (2.24.d), ta thy n(t) 0; L(t) L

khi t .
Trng thi cn bng:

k(t) = 0

k(t) =
_
s
+ g(t) + n(t)
_
1
1

_
s

_
1
1
:=

k khi t .
y(t) =
_
s
+ g(t) + n(t)
_

1

_
s

_

1
:= y khi t .
Nh vy, vi mi iu kin ban u chp nhn c, ta thy (

k(t), y(t)) ht ton

cc v (

k, y)
T y ta c
(k(t), y(t)) (G

_
s

_
1
1
, G

_
s

_

1
). (2.24.e)
Bnh lun.
1. Ta thng lu rng im un l ni ng cong thay i t li sang lm hay
ngc li. Trong lnh vc dn s, im un ca ng cong tng trng li c
ngha thc tin rt ln.
Trong cc trng hp ta ang xt, im un chnh l ni hm s thay i t tng
trng ta m sang ta hng. l mc quan trng, nh du ni bt u thot
ly khi xu hng dn v v cng ca hm dn s. Nh ni, vi L
0
nh th
tung im un hm tng trng dn s Gompertzs lun l
1
e
L

, bt k gi
tr tham s hay gi tr ban u ra sao. iu l hi cng nhc.
Ta im un ca tng trng dn s Richards c phn linh ng hn. Qu
Chng 2. Nghin cu m hnh tng trng Solow theo hng nh tnh 36
vy, t (2.24.c), ta c

L(t) =
rL

L
0
(L

0
)e
rt
[(L

0
)e
rt
+ L

0
]
1+

=
rL

L
0
(L

0
)
[(L

0
)e
rt
1 +
+ L

0
e

2
rt
1 +
]
1 +

L(t) =
r
2
L

L
0
(L

0
)
(1 + )
2
[(L

0
)e
rt
1 +
+ L

0
e

2
rt
1 +
]
2 +

.
.
_
(L

0
L

)e
rt
1 +
+ L

0
e

2
rt
1 +
_

L(t) = 0 t =
1 +

_
ln + ln L
0
ln
_
L

0
__
:= t
u
Tung ca im un l
L
u
= L(t
u
) = L
0
L

_
(L

0
)
2+

1
L
12
0
+ L

0
_

.
Nh vy, khc vi trng hp hm tng trng dn s Bertalanfy hoc Gom-
pertzs, y tung ca im un th hm tng trng dn s ph thuc
vo gi tr ban u L
0
v vo ln tham s .
2. T (2.20.b) (2.20.e) ta thy tng trng ca cc i lng t s vn trn
lao ng, t s u ra trn lao ng v bn thn lng vn, lng sn phm u
ra u tng ln so vi trng hp trc (cha tnh n tin b cng ngh) mt
lng ng bng G(t) (lng tin b cng ngh). Cn trng thi cn bng th
lng sai khc l G

:= lim
t+
G(t).
3. S tin b thc s ti thi im t c m bo bng gi thit G(t) > 0. Mt
s tc gi (xem [7]) gi thit mt cch n gin ch s tng trng g(t) =

G(t)
G(t)
l
mt hng s dng.
Trong mt khong thi gian hu hn, gi thit ny vn l chp nhn c. Song
khi cho t + th theo chng ti, gi thit ny s ko theo mt vi iu khng
thc t, chng hn
K(t) = L(t)G(t)

k(t) L

k = +.
Chng 2. Nghin cu m hnh tng trng Solow theo hng nh tnh 37
Hnh nh tng t cng xy ra vi Y (t). l nhng bt hp l trong iu kin
b chn ca sc cha mi trng.
khc phc iu ny, ngoi G(t) > 1 chng ta cn gi thit thm: g(t) 0 khi
t +. iu ny cng l rt t nhin v d c tin b nhiu n u th nng
lc lm vic trung bnh ca mi lao ng cng ch l mt lng gii ni. Ta ly
mt hm G(t) c th minh ha trng hp ny.
V d.
Chn hm G(t) nh sau:
G(t) = A N
0
e

0
t
,
trong A > 1; N
0
> 0;
0
> 0 l cc hng s. Tng t nh L

, A = G

l mt
hng s dng ln, biu th cn trn ca mc tin b cng ngh G(t).
Ta tnh c
g(t) =
0
N
0
e

0
t
Trong trng hp ny, khi t + ta c

k(t)
_
s

_
1
1
=

k
y(t)
_
s

_

1
=

y
K(t) AL

_
s

_
1
1
Y (t) AL

_
s

_

1
.
Trong trng hp ny, so snh vi m hnh c in ta thy trng thi cn bng
mc d c cc bt ng thc sau

k > k

y > y

nhng v lu v di tng lng vn v lng sn phm u ra ca nn kinh t

cng ch tng mt lng l AL

.
Chng 2. Nghin cu m hnh tng trng Solow theo hng nh tnh 38
2.4 M hnh Solow vi thi gian ri rc
Trong mc ny ta nghin cu nh tnh m hnh Solow vi bin thi gian ri
rc Z := {0; 1; 2; ...} hoc n gin hn Z
+
:= {0; 1; 2; ...}. Vic gii tng cc
phng trnh vi phn (cc lp thng dng) ni chung n gin hn nhiu so vi
cc phng trnh sai phn c dng tng t. Vic nghin cu tnh cht nghim
ca phng trnh sai phn ni chung cng kh khn hn, t cng c hn so vi
cc phng trnh vi phn cng dng.
V vy, vic chuyn ti kt qu ca cc m hnh lin tc thi gian sang ri rc
khng phi bao gi cng thun li. Trong mc ny ta ch ra d c kh khn nhng
trong nhiu trng hp, vic chuyn ti nh vy vn c th thc hin c nh
theo nhng th php khc.
Ta vn theo s c l thay th lut tng trng dn s c in bng lut tng
trng ph hp hn c nhng tnh cht u vit hn.
Hm sn xut: Nh thng l, hm sn xut
Y
t
= F(K
t
; L
t
) (2.25)
trong K
t
, L
t
(hay ch vit n gin l K, L) l lng vn, lng lao ng ti
thi im t Z
+
, cn tha mn cc iu kin sau:
F(K, L) = F(K, L), , K, L R
+
(k CRS hay thun nht cp 1)
F(K, 0) = F(0, L) = 0, K, L R
+

F
K
> 0,
F
L
> 0,

2
F
K
2
< 0,

2
F
L
2
< 0.
lim
K0
F
K
= lim
L0
F
L
= +; lim
K+
F
K
= lim
L+
F
L
= 0. (k Inada)
Hm sn xut Cobb-Douglas tha mn bn yu cu trn
Y = K

L
1
.
iu cho thy bn iu kin ny l khng qu cht.
K hiu t s vn trn lao ng ti thi im t Z
+
l k
t
=
K
t
L
t
v hm
f(k
t
) = F(
K
t
L
t
; 1) = F(k
t
, 1),
Chng 2. Nghin cu m hnh tng trng Solow theo hng nh tnh 39
ta c th thy hm ny c tnh cht:
(i) f(0) = 0.
(ii) f

(k) > 0, k Z
+
.
(iii) f(k) < 0, k Z
+
.
2.4.1 M hnh Solow ri rc vi lut tng trng
dn s Malthus
Phng trnh tng trng vn:
K
t+1
K
t
= sF(K
t
, L
t
) K
t
, (2.26)
trong s l ch s tch ly, l ch s st gim vn ( [0; 1]).
Lut tng trng dn s Malthus sai phn c cho bi phng trnh sau:
L
t+1
L
t
= nL
t
, (2.27)
trong n l mt hng s khng m.
T (2.26) v (2.27), ta c:
K
t+1
L
t

K
t
L
t
= sF(K
t
; L
t
)
K
t
L
t
(1 + n)
K
t+1
L
t+1

K
t
L
t
= sF(
K
t
L
t
, 1)
K
t
L
t
(1 + n)k
t+1
k
t
= sf(k
t
) k
t
k
t+1
=
s
1 + n
f(k
t
) +
1
1 + n
k
t
.
Ta nhn c m hnh
k
t+1
=
s
1 + n
f(k
t
) +
1
1 + n
k
t
. (2.28)
L
t+1
= (1 + n)L
t
(2.29)
Chng 2. Nghin cu m hnh tng trng Solow theo hng nh tnh 40
im cn bng:
Ta k hiu im cn bng ca phng trnh (2.28) l

k
n
, khi

k
n
tha mn:
sf(

k
n
) = ( + n)

k
n
K hiu

k l nghim cn bng ca phng trnh khi n = 0:
k
t+1
= sf(k
t
) + (1 )k
t
, (2.30)
ngha l

k tha mn:
sf(

k) =

k
Nhn xt. Trong mt khong thi gian ngn, m hnh trn y m t rt tt
ng lc tng trng ca nn kinh t. Tuy nhin, khi thi gian ko di ra v
cng, m hnh trn bc l nhiu nhc im, chng hn:
L
t
= (1 + n)
t
L
0
+ khi t +.
K
t
= k
t
L
t
+ khi t +.
Tnh khng b chn trn y l khng ph hp vi sc cha hu hn ca mi
trng. V nh tnh, phng trnh sai phn
L
t+1
L
t
= nL
t
d thy l khng n nh v c gi tr ring l = 1 + n > 1.
Nhng hn ch kiu nh vy cho thy s tt yu cn thit phi ci tin m hnh.
2.4.2 M hnh Solow ri rc vi lut tng trng
dn s Richards.
Cc kt qu nhn c t vic thay th lut tng trng di y l nhng
nghin cu c lp ca chng ti: Thay v lut tng trng Malthus m hnh
trc, chng ti s dng lut tng trng dn s tun theo phng trnh sau
L
t+1
L
t
= rL
t
[1 (
L
t
L

]. (2.31)
Chng 2. Nghin cu m hnh tng trng Solow theo hng nh tnh 41
Ta c th thy lut tng trng ny c ri rc ha t lut tng trng Richards
quen bit. Ta k hiu tc tng trng ca dn s ti thi im t Z
+
l n
t
.
Xt phng trnh tng trng:
k
t+1
=
s
1 + n
t
f(k
t
) +
1
1 + n
t
k
t
(2.32)
nh l 2.4. Nghim bt k ca phng trnh (2.32) l n nh tim cn ton
cc trn R
+
\ {0}. Vi mi iu kin ban u k
0
R
+
\ {0} nghim tng ng
ca (2.32) u ht v trng thi cn bng ca phng trnh:
k
t+1
= sf(k
t
) + (1 )k
t
. (2.33)
Hn na, trng thi cn bng, m hnh mi ny c t s vn trn lao ng thc
s tm pht trin cao hn so vi m hnh c in.
n gin khi trnh by vic chng minh nh l, ta a ra mt s b mang
tnh k thut sau:
B 2.1. Vi lut tng trng Richards:
(i) Nu L
0
= L

th L
0
= L
t
= L

, t Z
+
.
(ii) Nu L
0
> L

th L
t
n iu gim n L

.
(iii) Nu L
0
< L

th L
t
n iu tng n L

.
Chng minh.
(i) T L
0
= L

, ta c:
L
1
L
0
= rL
0
[1 (
L
0
L

] = 0. Vy L
1
= L
0
.
Tip tc ta c:
L
2
= L
1
,
L
3
= L
2
,
....,
L
t+1
= L
t
, t Z
+
.
(ii) Ta cn ch ra:
L
0
> L

=L
t
> L
t+1
> L

, t Z
+
.
L
0
> L

=
L
0
L

> 1. Do
L
1
L
0
= rL
0
[1 (
L
0
L

] < 0
Chng 2. Nghin cu m hnh tng trng Solow theo hng nh tnh 42
hay
L
1
< L
0
Ta cn ch ra tip
L
1
> L

.
L
1
= L
0
+rL
0
rL
0
(
L
0
L

> L

+rL
0
rL
0
(
L
0
L

> L

+rL
0
rL
0
(
L
0
L
0
)

= L

.
Gi s bt ng thc L
t
> L
t+1
> L

ng bc h, vic chng minh rng

n ng bc h + 1 l hon ton tng t nh trn.
Theo trn, khi L
0
> L

hm L
t
n iu gim v b chn di khi t +.
Vy n c gii hn trong qu trnh ny. Ta gi gii hn l

L. Ta s ch ra

L = L

. Qu vy,
L
t+1
L
t
= rL
t
[1 (
L
t
L

].
Do lim
t+
L
t
= lim
t+
L
t+1
=

L nn
lim
t+
[1 (
L
t
L

] = 0
lim
t+
L
t
= L

=

L = L

.
Trng hp L
0
< L

c chng minh tng t.

(iii) ny c chng minh tng t (ii).
B 2.2. Lut tng trng Richards c tc tng trng dn ti 0 khi
t +.
Chng minh.
n
t
=
L
t+1
L
t
L
t
0
khi t + v trong qu trnh L
t+1
v L
t
cng dn ti L

(B 2.1).
B 2.3. Khi tc tng trng dn s l mt hng s dng n th vi mi
iu kin ban u k
0
> 0 nghim k
t
, xut pht t y ca phng trnh
k
t+1
=
s
1 + n
f(k
t
) +
1
1 + n
k
t
c tnh cht k
t


k
n
, trong

k
n
l im cn bng ca phng trnh trn.
Chng minh.
Chng 2. Nghin cu m hnh tng trng Solow theo hng nh tnh 43
Trn h ta (Ok, Oy) ta v cc ng cong (a) v hai ng thng (b), (c) c
phng trnh nh sau:
(a) y = f(k)
(b) y =
+ n
s
k
(c) y =

s
k
k
y
0
(a)
(b)
(c)
M
M
0

k
n

k
Honh giao im M ca (a) vi (b) chnh l

k
n
. Honh giao im M
0
ca
(a) vi (c) l

k. D thy nu n > 0 th

k >

k
n
v ng cong (a) l lm trn
[0; ).
a) Khi k =

k
n
, ta c:
k
1
=
s
1 + n
f(k
0
) +
1
1 + n
k
0
=
s
1 + n
f(

k
n
) +
1
1 + n

k
n
= 0 +

k
n
.
Tip tc qu trnh ta c k
2
=

k
n
, ..., k
t
=

k
n
, t Z
+
.
b) Khi k <

k
n
ta c cung ng cong (a) nm pha trn on tng ng ca
ng thng (b), tc l
f(k) >
+ n
s
k

s
1 + n
f(k)
+ n
1 + n
k > 0.
Chng 2. Nghin cu m hnh tng trng Solow theo hng nh tnh 44
Nh vy, vi k
t
<

k
n
ta c
s
1 + n
f(k
t
)
+ n
1 + n
k
t
> 0

s
1 + n
f(k
t
) +
1
1 + n
k
t
> k
t
k
t+1
> k
t
.
C bit, t = 0, ta c:
k
0
< k
1
< k
2
< ... < k
t
< k
t+1
< ... <

k
n
.
Nh vy, khi t dy k
t
n iu tng v b chn trn bi

k
n
nn dy ny c
gii hn. Ta gi gii hn ny l

k. Ta s ch ra

k =

k
n
. Qu vy,
k
t+1
=
s
1 + n
f(k
t
)
+ n
1 + n
k
t
+ k
t
(2.32.a)
Chuyn qua gii hn, ta c:

k =
s
1 + n
f(

k)
+ n
1 + n

k +

k

sf(

k)
1 + n

+ n
1 + n

k = 0.
Vy,

k cng l im cn bng dng ca (2.32.a). T tnh cht duy nht ca
im cn bng (hai ng cong (a) v (c) ct nhau ti 1 im khc O(0;0), ta c

k =

k
n
.
Trng hp k >

k
n
c chng minh tng t.
B 2.4. Hai lut tng trng Malthus A v B vi tc tng trng hng
khc nhau: n
A
< n
B
th vi cng mt iu kin ban u nh nhau k
A
0
= k
B
0
= k
0
s c k
A
t
k
B
t
t Z
+
(v do

k
A
n


k
B
n
).
Chng minh.
Khi t = 0 bt ng thc tha mn do gi thit cng iu kin ban u. Gi s
bt ng thc ng bc t. Ta kim tra cho bc t + 1.
k
A
t+1
=
s
1 + n
A
f(k
A
t
) +
1
1 + n
A
k
A
t
Chng 2. Nghin cu m hnh tng trng Solow theo hng nh tnh 45

s
1 + n
A
f(k
B
t
) +
1
1 + n
A
k
B
t

s
1 + n
B
f(k
B
t
) +
1
1 + n
B
k
B
t
= k
B
t+1
.
(Do f

(k) > 0 v [0; 1]).

Tip tc, theo B 2.3, ta c k
A
t


k
A
n
; k
B
t


k
B
n
(khng ph thuc vo ln
ca gi tr ban u dng).
V k
A
t
k
B
t
, t Z
+
nn ta c

k
A
n


k
B
n
.
B 2.5. Vi dy hng s dng n 0
+
ta c
lim
n0
+

k
n
=

k
Chng minh.
Theo B 2.4, nu n
1
< n
2
th vi cng mt gi tr ban u k
1
0
= k
2
0
ta c
k
1
t
k
2
t
, t Z
+
v hn na:

k
n
1


k
n
2


k.
Vy dy

k
n
n iu tng v b chn trn trong qu trnh n 0
+
. Do dy
ny c gii hn v ta gi n l

k. Theo bt ng thc trn, chuyn qua gii hn,
ta c

k

k. Ta s ch ra

k =

k.
Do

k
n
l im cn bng dng ca (2.32.a) nn
sf(

k
n
) = ( + n)

k
n
.
Chuyn qua gii hn, ta c:
sf(

k) =

k.
Vy,

k cng l im cn bng ca (2.30), do

k =

k.
Nh vy, ta chng minh c
lim
n0
+

k
n
=

k.
Kt qu ny c th minh ha bng hnh 1: Khi n 0
+
h s gc +n ca ng
thng (b) dn ti ngha l ng thng (b) dn v v tr gii hn l ng thng
(c). Do , giao dim M ca (a) v (b) dn v giao im M
0
ca (a) v (c) v do
Chng 2. Nghin cu m hnh tng trng Solow theo hng nh tnh 46
honh ca M l

k
n
dn ti honh ca M
0
l

k.
Chng minh nh l 2.4.
Gi s > 0 c cho trc, b ty .
Do

k
n


k khi t
n
0
+
nn tn ti n > 0, nh sao cho
n < n =|

k
n

k| < /2 (2.32.c)
Do n
t
0 khi t + nn tn ti T
1
> 0, sao cho
t > T
1
=n
t
< n
Ly t
0
> T
1
l mt thi im c nh, khi n
t
0
< n.
d phn bit, ta dng k
n
t
t
; k
n
t
0
t
; k
0
t
tng ng k hiu nghim (khng quan
tm n gi tr ban u) ca cc phng trnh sau:
k
t+1
=
s
1 + n
t
f(k
t
) +
1
1 + n
t
k
t
(A)
k
t+1
=
s
1 + n
t
0
f(k
t
) +
1
1 + n
t
0
k
t
(B)
k
t+1
= sf(k
t
) + (1 )k
t
(C)
Nhc li, im cn bng ca cc phng trnh ny tng ng l

k
n
t
;

k
n
t
0
;

k.
u tin ta ch ra rng nghim k
n
t
t
vi gi tr ban u dng ty k
0
> 0
u ht v

k khi t +.
Theo B 2.3 ta c k
n
t
0
t


k
n
t
0
khi t + .
Vy, tn ti T
2
> 0 sao cho:
t T
2
=|k
n
t
0
t

k
n
t
0
| < /3. (2.32.d)
Nh vy, vi t max{T
1
; T
2
}, ta c:
|k
n
t
0
t

k| |k
n
t
0
t

k
n
t
0
| +|

k
n
t
0

k| 2/3. (2.32.e)
Theo B 2.3 (vi n = 0) ta c k
0
t

k khi t . Vy, tn ti T
3
> 0, sao
cho
t T
3
=|k
0
t

k| < . (2.32.f)
Chng 2. Nghin cu m hnh tng trng Solow theo hng nh tnh 47
Vi mi t > T
4
:= max{T
1
; T
2
; T
3
} ta c 0 < n
t
< n
t
0
. Theo B 2.4, ta c
k
n
t
0
t
k
n
t
t
k
0
t
(2.32.g)
Kt hp (2.32.d), (2.32.e), (2.32.f), ta c khi t T
4
:

k < k
n
t
0
t
< k
n
t
t
< k
0
t
<

k +
Do :
|k
n
t
t

k| <
V > 0 b ty , gi tr ban u k
0
> 0 cng ty , nn ta kt lun nghim
ca (A) ht ton cc trn (0; ) v

k.
Tip theo, ta s ch ra rng vi mi gi tr ban u k
0
> 0 nghim ca (A)
xut pht t l n nh tim cn.
Vi ty > 0 trn do mi nghim k
t
vi gi tr ban u dng ca
phng trnh (A) u ht v

k nn hai nghim k
1
t
v k
2
t
vi iu kin ban
u k
1
0
> 0; k
2
0
> 0 ty cng ht vo nhau, ngha l tn ti s nguyn
T T
4
sao cho
t T =|k
1
t
k
2
t
| < . (2.32.h)
Vic cn li l tm nh gi sai khc cc gi tr ban u bt ng thc
ny cng ng vi t = 0; 1; 2; ...; T. t
g
t
(k) :=
s
1 + n
t
f(k) +
1
1 + n
t
k
Do f(k) kh vi nn g
t
(k) l mt hm lin tc theo k trn R
+
. V vy:
-) Vi > 0 cho trc tn ti
T1
sao cho
|k k
T1
| <
T1
=|g
T1
(k) g
T1
(k
T1
)| <
-) Vi
T1
> 0 tn ti
T2
> 0 sao cho
|k k
T2
| <
T2
=|g
T2
(k) g
T2
(k
T2
)| <
T1
-) Vi
T2
> 0 tn ti
T3
> 0 sao cho
|k k
T3
| <
T3
=|g
T3
(k) g
T3
(k
T3
)| <
T2
Chng 2. Nghin cu m hnh tng trng Solow theo hng nh tnh 48
... ... ...
Tip tc nh vy, cui cng :
-) Vi
1
> 0 tn ti
0
sao cho
|k k
0
| <
0
=|g
0
(k) g
0
(k
0
)| <
1
.
Nh vy, c bit ly k = k
1
0
; k
0
= k
2
0
vi |k
1
0
k
2
0
| <
0
, ln ngc li qu trnh
trn ta s c
|g
i
(k
1
i
) g
i
(k
2
i
)| <
i
, i = 0; 1; 2; ...; T.
Vy nh gi trn l ng vi mi t Z
+
. Nghim k
t
ca (A) l n nh v ht
vy l n nh tim cn.
Cui cng, nghim ca m hnh c in ht v im cn bng

k
n
0
cn nghim
ca m hnh ci tin ht v im cn bng

k. Ta ch ra hnh 1 rng

k
n
0
<

k.
y l cui, cn chng minh.
Nhn xt.
Khi sai phn ha mt m hnh tng trng lin tc no ta thng gp phi
kh khn khi tm cng thc tng biu din tp qu o.
V vy, nhiu vn l n gin vi qu trnh lin tc li l phc tp vi trng
hp sai phn. Chng hn ly hm sn xut dng Cobb-Douglas, m hnh Solow
vi lut tng trng Richards s c dng tng t phng trnh Bernoulli trong
trng hp lin tc. Vic gii tng phng trnh nh vy l khng n gin,
tuy nhin ta vn c th kho st c tnh cht nghim theo cch lm nu
trn.
Vic ch ra

k >

k
n
0
ni ln s u vit ca m hnh ci tin. iu ny mang mt
gi tr thc tin rt ln: S pht trin t nhin ca dn s lm thp i thu nhp
trn u ngi.
iu cho thy s cn thit ca chin lc pht trin dn s bn vng v hp
l ca mi nn kinh t.
Kt lun
Lun vn thc hin c nhng cng vic sau:
1. Tm tt mt cch c ng cc kin thc c bn v phng trnh vi phn, sai
phn v tnh n nh nghim.
2. Nghin cu m hnh Solow thi gian lin tc bng cch thay th lut
tng trng c in bng mt vi lut tng trng mi hn, st thc t hn
(Gompertzs, Richards). Nghin cu nh tnh ca m hnh trong trng hp .
3. a vo m hnh yu t c tin b cng ngh, so snh v gii thch bn cht
ca s gia tng cc yu t kinh t c bn trng thi cn bng.
4. Sai phn ha c kt qu tng ng cho m hnh Solow vi lut tng
trng dng Richards.
Cc m hnh khc nhau c th c nhng nt ging nhau. V th, mt vi kt
qu c th c nhng nt tng t. Song, cc nghin cu ny l lao ng c lp
ca chng ti. Cc k thut chng minh u do chng ti sng to, k c hnh
v.
Cc nghin cu tip theo c th thc hin theo hng: S dng cc
lut tng trng mi hn, phc tp hn na hoc a thm cc yu t nhiu
vo m hnh (thng mi Quc t, vai tr ca Chnh ph, nhim mi trng,...).
Phn nghin cu m hnh vi lut dn s Richards c bin tp thnh
bi: N. S. By v T. T. P. Tho," Nghin cu m hnh tng trng kinh t Solow
theo hng nh tnh" v c a vo danh sch bo co ti Hi ngh Ton
hc ng dng Ton quc, ln III, H Bch Khoa H ni, 23-25/12/2010.
49
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