The optimal consumption function in a Brownian model of accumulation part a: the consumption function as solution of a boundary value problem
Foldes, Lucien
(2001)
The optimal consumption function in a Brownian model of accumulation part a: the consumption function as solution of a boundary value problem.
Journal of Economic Dynamics and Control, 25 (12).
pp. 1951-1971.
ISSN 0165-1889
| Item Type | Article |
|---|---|
| Keywords | Consumption; Capital accumulation; Brownian motion; Optimisation; Ordinary di!erential equations; Boundary value problems |
| Departments |
Financial Markets Group Economics |
| DOI | 10.1016/S0165-1889(00)00011-7 |
| Date Deposited | 27 Mar 2008 16:24 |
| URI | https://researchonline.lse.ac.uk/id/eprint/3918 |