不确定条件下的最优储蓄策略  

The Optimal Savings Policy Under Uncertainty

作　　者：胡华[1] 

机构地区：[1]宁夏大学数学计算机学院,宁夏银川750021

出　　处：《宁夏师范学院学报》2008年第3期80-84,共5页Journal of Ningxia Normal University

摘　　要：使用Solow型的单部门新古典增长模型,其中资本-劳动比率可以用扩散随机过程描述.以储蓄函数为常数的Cobb-Douglas函数为特例,主要研究了在不确定条件下如何制定最优储蓄策略的问题,并且推导出该问题与仅包括稳态分布的从属问题两者之间具有一致性,这是从随机情形归纳出的结论,从而为投资者提供了理论根据.The model used in this paper is a one-sector neoclassical growth model of the Solow type where the dynamics of the capital-to-labor ratio can be described by a diffusion-type stochastic process. Regarding the saving function of the Cobb-Douglas production functio：a of the constant as the special cases, mainly research the problem of determining the optimal saving policy under uncertainty term, and deduce that this problem has consistency with an auxiliary problem which includes only that the steady-state distribution. Therefore, the scientific theory basis is provided for the investor making policy.

关 键 词：资本-劳动比率 扩散过程 稳态分布 

分 类 号：F08[经济管理—政治经济学]