真实经济周期内投资与消费的最优化方法  

Optimizing Investment and Consumption within a Real Economic Cycle

作　　者：李伟[1] 吕显瑞[1] 

机构地区：[1]吉林大学数学学院

出　　处：《吉林大学学报（理学版）》2008年第4期649-650,共2页Journal of Jilin University:Science Edition

基　　金：国家自然科学基金青年基金(批准号:60503016)

摘　　要：在经济周期波动由技术冲击引发和期末资本存量不小于期初资本存量的条件下,基于离散时间系统的最大值原理给出了真实经济周期内最优投资与最优消费的求解方法.Under the conditions of economic cycle being resulted from the shock of technology and final capital stock being no less than initial capital stock and on the basis of the maximum principles, this paper presents an approach to optimizing the investment and consumption within a real economic cycle.

关 键 词：真实经济周期理论 哈密顿函数 最大值原理 

分 类 号：O153.3[理学—数学]