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The optimal consumption function in a Brownian model of accumulation. Part b: existence of solutions of boundary value problems

Foldes, Lucien (1996) The optimal consumption function in a Brownian model of accumulation. Part b: existence of solutions of boundary value problems. TE/96/310. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

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Item Type: Monograph (Discussion Paper)
Official URL: http://sticerd.lse.ac.uk/
Additional Information: © 1996 Lucien Foldes
Uncontrolled Keywords: Consumption, capital accumulation, Brownian motion, optimisation, ordinary differential equations, boundary value problems
Library of Congress subject classification: H Social Sciences > HB Economic Theory
Journal of Economic Literature Classification System: E - Macroeconomics and Monetary Economics > E1 - General Aggregative Models > E13 - Neoclassical
D - Microeconomics > D8 - Information, Knowledge, and Uncertainty > D81 - Criteria for Decision-Making under Risk and Uncertainty
D - Microeconomics > D9 - Intertemporal Choice and Growth > D90 - General
O - Economic Development, Technological Change, and Growth > O4 - Economic Growth and Aggregate Productivity > O41 - One, Two, and Multisector Growth Models
Sets: Research centres and groups > Financial Markets Group (FMG)
Collections > Economists Online
Research centres and groups > Suntory and Toyota International Centres for Economics and Related Disciplines (STICERD)
Departments > Economics
Rights: http://www.lse.ac.uk/library/rights/LSERO.htm
Identification Number: TE/96/310
URL: http://eprints.lse.ac.uk/3586/

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