The optimal wealth distribution between two agents with recursive utility is discussed.The problem of utility maximization is transformed to the solving of a dynamic equation.

 
  • 摘要在遞歸效用函數的基礎上,討論了兩個(gè)代理人間的最優(yōu)財富分配問(wèn)題,將最優(yōu)問(wèn)題轉化為動(dòng)態(tài)方程。
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