cournotjac.m

Numerical Methods In_Finance And Economics Matlab Source Code

function [fval,fjac] = cournotJac(q,c,eta)
e = -1/eta;
qtot = sum(q);
fval = qtot^e + e*qtot^(e-1)*q - c.*q;
fjac = zeros(2,2);
fjac(1,1) = 2*e*qtot^(e-1) + e*(e-1)*qtot^(e-2)*q(1) - c(1);
fjac(1,2) = e*qtot^(e-1) + e*(e-1)*qtot^(e-2)*q(2);
fjac(2,1) = e*qtot^(e-1) + e*(e-1)*qtot^(e-2)*q(1);
fjac(2,2) = 2*e*qtot^(e-1) + e*(e-1)*qtot^(e-2)*q(2) - c(2);