The optimal consumption function in a Brownian model of accumulation. Part a: the consumption function as solution of a boundary value problem
| Year of publication: |
1996-03
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| Authors: | Foldes, Lucien |
| Institutions: | London School of Economics (LSE) |
| Subject: | Consumption | capital accumulation | Brownian motion | optimisation | ordinary differential equations | boundary value problems |
| Extent: | application/pdf |
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| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | 28 pages |
| Classification: | E13 - Neoclassical ; D81 - Criteria for Decision-Making under Risk and Uncertainty ; D90 - Intertemporal Choice and Growth. General ; O41 - One, Two, and Multisector Growth Models |
| Source: |
Persistent link: https://www.econbiz.de/10010745818