A variational problem arising in financial economics
نویسندگان
چکیده
منابع مشابه
On a Class of Variational Problems Arising in Mathematical Economics
This paper studies a class of variational problems that arise in the analysis of resource allocation over an infinite horizon. Such problems are characterised by an underlying technology that generates the basic set of feasible programs and by a preference ordering that selects from among these programs an optimal one. The problem of establishing the existence of an optimal program differs from...
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ژورنال
عنوان ژورنال: Journal of Mathematical Economics
سال: 1991
ISSN: 0304-4068
DOI: 10.1016/0304-4068(91)90004-d