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The optimal consumption function in a Brownian model of accumulation Part A: The consumption function as solution of a boundary value problem

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  • Foldes, Lucien

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  • 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, Elsevier, vol. 25(12), pages 1951-1971, December.
    • Handle: RePEc:eee:dyncon:v:25:y:2001:i:12:p:1951-1971
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    References listed on IDEAS

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    1. J. A. Mirrlees, 1967. "Optimum Growth when Technology is Changing," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 34(1), pages 95-124.
    2. repec:cep:stitep:297 is not listed on IDEAS
    3. repec:cep:stitep:310 is not listed on IDEAS
    4. Foldes, Lucien, 1996. "The optimal consumption function in a Brownian model of accumulation. Part b: existence of solutions of boundary value problems," LSE Research Online Documents on Economics 3586, London School of Economics and Political Science, LSE Library.
    5. Robert C. Merton, 1975. "An Asymptotic Theory of Growth Under Uncertainty," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 42(3), pages 375-393.
    6. Lucien Foldes, 1978. "Optimal Saving and Risk in Continuous Time," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 45(1), pages 39-65.
    7. Bourguignon, Francois, 1974. "A particular class of continuous-time stochastic growth models," Journal of Economic Theory, Elsevier, vol. 9(2), pages 141-158, October.
    8. Lucien Foldes, 1996. "The Optimal Consumption Function in a Brownian Model of Accumulation, Part B: Existence of Solutions of Boundary Value Problems," STICERD - Theoretical Economics Paper Series /1996/310, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
    9. Foldes, Lucien, 1996. "The optimal consumption function in a Brownian model of accumulation. Part a: the consumption function as solution of a boundary value problem," LSE Research Online Documents on Economics 3585, London School of Economics and Political Science, LSE Library.
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    1. Foldes, Lucien, 2014. "The optimal consumption function in a Brownian model of accumulation part B: existence of solutions of boundary value problems," LSE Research Online Documents on Economics 60956, London School of Economics and Political Science, LSE Library.
    2. Ricardo Josa-Fombellida & Juan Rincón-Zapatero, 2015. "Euler–Lagrange equations of stochastic differential games: application to a game of a productive asset," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 59(1), pages 61-108, May.
    3. Duffie, Darrell, 2003. "Intertemporal asset pricing theory," Handbook of the Economics of Finance, in: G.M. Constantinides & M. Harris & R. M. Stulz (ed.), Handbook of the Economics of Finance, edition 1, volume 1, chapter 11, pages 639-742, Elsevier.

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