The optimal consumption function in a Brownian model of accumulation. Part a: the consumption function as solution of a boundary value problem

Foldes, Lucien (1996) The optimal consumption function in a Brownian model of accumulation. Part a: the consumption function as solution of a boundary value problem. [Working paper]
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Item Type Working paper
Keywords Consumption,capital accumulation,Brownian motion,optimisation,ordinary differential equations,boundary value problems
Departments Financial Markets Group
STICERD
Economics
Date Deposited 28 Feb 2008
URI https://researchonline.lse.ac.uk/id/eprint/3585

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