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

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Item Type:	Article
Official URL:	http://www.sciencedirect.com/science/journal/01651...
Additional Information:	© 2001 Elsevier Science
Uncontrolled Keywords:	Consumption; Capital accumulation; Brownian motion; Optimisation; Ordinary di!erential 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 Departments > Economics
Rights:	http://www.lse.ac.uk/library/rights/LSERO.htm
URL:	http://eprints.lse.ac.uk/3918/

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