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SIAMCO
2008

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Optimal Consumption in a Growth Model with the Cobb--Douglas Production Function

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Optimal Consumption in a Growth Model with the Cobb--Douglas Production Function

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An optimal consumption problem is studied in a growth model for the Cobb-Douglas production function in a finite horizon. The problem is transfered into a stochastic Ramsey problem so as to reduce the dimension of the state space. The corresponding state equation is a stochastic differential The second author is supported in part by a start-up fund at University of Oxford, and RGC Earmarked Grants CUHK418605 and CUHK418606. 1

Hiroaki Morimoto, Xun Yu Zhou

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Cobb-Douglas Production Function | Optimal Consumption Problem | SIAMCO 2008 | Stochastic Ramsey Problem |

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Added	14 Dec 2010
Updated	14 Dec 2010
Type	Journal
Year	2008
Where	SIAMCO
Authors	Hiroaki Morimoto, Xun Yu Zhou

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