| 基于递归效用函数的两个代理人间的最优财富分配 |
| |
| 引用本文： | 朱祎莉. 基于递归效用函数的两个代理人间的最优财富分配[J]. 上海理工大学学报, 2006, 28(3): 245-248 |
| |
| 作者姓名： | 朱祎莉 |
| |
| 作者单位： | 上海理工大学,理学院,上海,200093 |
| |
| 基金项目： | 上海市高校选拔培养优秀青年教师科研项目 |
| |
| 摘 要： | 在递归效用函数的基础上,讨论了两个代理人间的最优财富分配问题,将最优问题转化为动态方程.通过动态方程的求解过程,得到一个可加效用中得不到的性质,即代理人的期望剩余效用越高,其选择当期消费就会越高.
|
| 关 键 词： | 递归效用函数 经济人优化 动态Bellman方程 效用最大化 |
| 文章编号： | 1007-6735（2006）03-0245-04 |
| 收稿时间： | 2005-09-07 |
| 修稿时间： | 2005-09-07 |
Optimal wealth distribution between two agents with recursive utility |
| |
| ZHU Yi-li. Optimal wealth distribution between two agents with recursive utility[J]. Journal of University of Shanghai For Science and Technology, 2006, 28(3): 245-248 |
| |
| Authors: | ZHU Yi-li |
| |
| Affiliation: | College of Science, University of Shanghai for Science and Technology, Shanghai 200093, China |
| |
| Abstract: | 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.In the solution process,the property which cannot be obtained by additive utility approach will be acquired,i.e.,the more remainder utility the agent expects,the more consumption he will choose. |
| |
| Keywords: | recursive utility agent optimality dynamic Bellman equation utility maximization |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ |
| 点击此处可从《上海理工大学学报》浏览原始摘要信息 |
|
点击此处可从《上海理工大学学报》下载全文 |
|
