Treffer: A utility maximisation problem on multiple time scales
Title:
A utility maximisation problem on multiple time scales
Authors:
Source:
Dynamic Equations on Time Scales and ApplicationsInternational journal of dynamical systems and differential equations (Print). 3(1-2):38-47
Publisher Information:
Genève: Inderscience Publishers, 2011.
Publication Year:
2011
Physical Description:
print, 3/4 p
Original Material:
INIST-CNRS
Subject Terms:
Mathematics, Mathématiques, Sciences exactes et technologie, Exact sciences and technology, Sciences et techniques communes, Sciences and techniques of general use, Mathematiques, Mathematics, Analyse mathématique, Mathematical analysis, Calcul des variations et contrôle optimal, Calculus of variations and optimal control, Topologie. Variétés et complexes cellulaires. Analyse globale et analyse sur variétés, Topology. Manifolds and cell complexes. Global analysis and analysis on manifolds, Analyse globale, analyse sur des variétés, Global analysis, analysis on manifolds, Analyse numérique. Calcul scientifique, Numerical analysis. Scientific computation, Analyse numérique, Numerical analysis, Méthodes numériques en programmation mathématique, optimisation et calcul variationnel, Numerical methods in mathematical programming, optimization and calculus of variations, Optimisation et calcul variationnel numériques, Numerical methods in optimization and calculus of variations, Calcul variationnel, Variational calculus, Cálculo de variaciones, Modèle dynamique, Dynamic model, Modelo dinámico, Méthode optimisation, Optimization method, Método optimización, 49XX, 65K10, calculus of variations, delta derivative, dynamic models, optimisation, time scales
Document Type:
Fachzeitschrift
Article
File Description:
text
Language:
English
Author Affiliations:
Department of Mathematics and Computer Science, Western Kentucky University, Bowling Green, KY 42101, United States
Department of Mathematics, Belmont University, Nashville, TN 37212, United States
Department of Economics, Western Kentucky University, Bowling Green, KY 42101, United States
Department of Mathematics, Belmont University, Nashville, TN 37212, United States
Department of Economics, Western Kentucky University, Bowling Green, KY 42101, United States
ISSN:
1752-3583
Rights:
Copyright 2015 INIST-CNRS
CC BY 4.0
Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS
CC BY 4.0
Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS
Notes:
Mathematics
Accession Number:
edscal.23940099
Database:
PASCAL Archive
Weitere Informationen
In this paper, we present a technique for a dynamic optimisation problem in which the value function and constraints can be on different time scales. Using this technique we solve a perfect-foresight utility maximisation problem for a finitely-lived consumer while making very general assumptions about timing of consumption and investing decisions.