Numerical Analysis of the Model of Optimal Consumption and Borrowing with Random Time Scale

Author:

Zhukova AleksandraORCID,Pospelov IgorORCID

Publisher

Springer International Publishing

Reference14 articles.

1. Bezrodnykh, S.I., Vlasov, V.I.: Analytic-numerial method for computation of interaction of physical fields in semiconductor diode. Math. Model. 27(7), 15–24 (2015). (in Russian)

2. Pospelov, I.G., Pilnik, N.P.: On natural terminal conditions in models of intertemportal equilibrium. HSE Econ. J. 11(1), 1–33 (2007). (in Russian)

3. Pospelov, I.G., Zhukova, A.A.: Model of optimal consumption with possibility of taking loans at random moments of time. HSE Econ. J. 22(3), 330–361 (2018). (in Russian)

4. Pospelov, I.G., Zhukova, A.A.: Stochastic model of trade of non-liquid goods. Proc. MIPT 4(2), 131–147 (2012). (in Russian)

5. Chow, G.C.: Dynamic Economics: Optimization by the Lagrange Method. Oxford University Press, Oxford (1997)

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1. Numerical Analysis of the Model of Optimal Savings and Borrowing;Optimization and Applications;2022

2. Analysis of the Model of Optimal Expansion of a Firm;Communications in Computer and Information Science;2022

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