摘要
在有交易费的常系数投资消费模型下,讨论了价值函数的一些重要的基本性质,即给出了价值函数的正则性等结果.
In this paper, gives some important basic properties of value function under the constant coefficient investment-consumption model with transaction costs, that is provides the results such as the regularity of value function.
出处
《装甲兵工程学院学报》
2002年第2期13-15,21,共4页
Journal of Academy of Armored Force Engineering
关键词
投资消费
常系数模型
价值函数
正则性
investment-consumption
constant coefficient model
value function
regularity
