Proof Without Differentiability? m(a,y) min val of ax, g(x)>

Mr_Elusive

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Sep 24, 2008
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Hey guys, I'm having trouble with this problem that I need to prove without differentiability:

Let m(a,y) be defined as a minimum value of ax subject to g(x) > y, where a, x for all R^n subscript ++, y for all R subscript +,and g(x) is strictly monotonic increasing and quasi-concave. Prove that m(a,y) is (i) non-decreasing in a and y and (ii) concave in a. Then, given that g(x) is homogeneous of degree k, derive the corresponding form of m(a,y).

Any help will be greatly appreciated :D
 
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