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ISSN 1064-5624, Doklady Mathematics, 2018, Vol. 98, No. 2, pp. 537–539. © Pleiades Publishing, Ltd., 2018.
Original Russian Text © V.K. Gorbunov, 2018, published in Doklady Akademii Nauk, 2018, Vol. 482, No. 3.
Holistic Theory of Economic Equilibrium:
Modified Cassel–Wald Model
V. K. Gorbunov
Presented by Foreign Member of the RAS A.A. Akaev February 14, 2018
Received February 8, 2018
Abstract—A modified Cassel–Wald model is used as an example of the holistic approach to creating a math-
ematical theory of market demand and economic equilibrium that is an alternative to methodological indi-
vidualism (sociological reductionism). A theorem on the existence and uniqueness of equilibrium is proved.
DOI: 10.1134/S1064562418060121
1. The neoclassical economic equilibrium theory
(EET) was created by Léon Walras in the 1870s within
the framework of his and, independently, W. Jevons’s
program of reconstructing economic theory, which
was then a conglomerate of different treatises, incon-
sistent internally and mutually, by analogy with the
scientific discipline of mechanics. Walras and Jevons
began with the construction of a mathematical theory
of individual consumer demand that maximizes the
“utility” of bought goods, assuming that the theory of
market demand, which is of practical interest, would
be similar. The goal of EET is to determine equilib-
rium prices at which the market demand for various
goods is equal to their aggregate supply. Such prices
can be used as a reference point in analyzing and reg-
ulating an economy and foreign trade.
The Walrasian model of equilibrium was revisited
as a system of individual consumers and manufactur-
ing firms in Arrow and Debreu’s work [1], which
determined the subsequent development of EET until
now [2, 3]. Failures of this reductionistic approach in
the market demand and prices theory are well known
[2, Chapter 4, Section 17.E; 4–7]. These failures have
generated skepticism among researchers about EET
and led to a series of projects revising the neoclassical
economic theory. However, the problem of equilib-
rium prices is not considered there as contradicting
the globalization principle, which, in turn, is debat-
able and politically loaded.
2. A contemporary of Walras, Gustav Cassel
rejected the individualistic demand theory, which is
not confirmed by facts, and proposed a modification
of the Walrasian model in which market demand rep-
resents an initial holistic object; however, Cassel did
not elaborate any theory [8, Chapter 4]. In the 1930s,
Cassel’s model was refined, and Abraham Wald
proved the existence and uniqueness of equilibrium in
a modified model [9]. Moreover, he introduced an
assumption about market demand that was later redis-
covered by P. Samuelson as a rationality principle in
the context of individual consumer choice and is now
known as the Weak Axiom of Revealed Preference
(WARP). Cassel’s approach to an economy as a social
phenomenon contradicted the methodological indi-
vidualism of the 20th-century neoclassical theory, and
the established contradiction between the rationality
of individual and market demands was solved in neo-
classical theory (which has prevailed until now) in
favor of an individual. The Cassel–Wald holistic
model remained at the periphery of EET. It was for-
mally developed with respect to production in linear
programming [10, Chapter 13], but the Wald condi-
tion for market demand was used (if at all) only as a
formal “economically illegitimate” exercise to
demonstrate the possible uniqueness of equilibrium
[11, Section 9.4]. Michio Morishima further advanced
this model by incorporating the Leontief production
model [12, Chapter 2]. Up till now, many mathemati-
cians have continued developing the Arrow–Debreu
model, its algorithmization, and investigation of
pathologies of possible equilibrium sets [3].
In [13, 14] the demand theory is revisited on a
holistic basis and this holistic approach is justified.
Here, an initial object is a “statistical ensemble of mar-
ket consumers” observed in terms of trade statistics,
and the axioms of the formal theory of individual
demand [2, Chapter 3] become scientific hypotheses
of collective rationality, which are tested statistically.
The model apparatus of neoclassical theory is
retained. The solution of the market demand problem
CONTROL THEORY
Ulyanovsk State University, Ulyanovsk, Russia
e-mail: vkgorbunov@mail.ru