连续时间随机模型

我们将该问题描述为一个连续时间随机控制模型，通过对价值函数性质的讨论，我们给出了模型的封闭解。

We formulate the problem as a continuous-time stochastic control model . Through analyzing the properties of the expected value function , we derive its close-form solution .

第四章将教育投资纳入消费者生产函数及效用函数，建立连续时间的随机模型，分析了税收对教育投资及经济增长的影响，讨论了私人教育投资与政府投资之间的最优比例。

In the case of the producing function and using function with education investment , chapter four employs a continuous time stochastic endogenous economic growth model with education investment , discusses the optimization proportion between individual investment and government investment .

采用非期望效用偏好结构，引入生产性政府花费，建立了连续时间随机经济增长模型.第三部分：构建与发展我国政府公关。

Under non expected utility , this paper developed a continuous time stochastic economic growth model with productive government expenditure .

把政府花费分为生产性政府花费与消费性政府花费，建立了连续时间随机内生增长模型。

This paper employs a continuous-time stochastic endogenous growth model with government expenditure .