政大機構典藏-National Chengchi University Institutional Repository(NCCUR):Item 140.119/102412

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政大典藏 > Journal of NCCU > Issue 44 > Journal Article > Item 140.119/102412

Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/102412

Title:	隨機動態經濟模型之研究－無限期貼現型動態規劃模型
Other Titles:	A Study of Stochastic Economic Decision Model-- Infinite Horizontal, Discounted Dynamic Programming
Authors:	汪義育 Waung, Y. Y.
Contributors:	國貿系
Date:	1981-12
Issue Date:	2016-09-30 11:37:20 (UTC+8)
Abstract:	本文係根據動態經濟決策過程之性質，建立貼現型隨機動態經濟基本模型，並討論模型之數理特性。對於模型之價值函數與最適政策函數之主要性質亦加以討論。首先，說明基本模型數理上實為函數方程式，並證明模型本質為一種緊縮映射，故存在單一解，此解即為模型之價值函數。其次，根據基本模型之假設，導出並討論價值函數（連續、有界、單調增加、凹函數及存在最適政策）與最適政策函數（連續與遞歸性）之特性外，並討論價值函數之可微分性。最後，我們檢討模型之實用性與限制，並納入數學附錄以期體系之完整。
Relation:	國立政治大學學報, 44, 129-149
Data Type:	article
Appears in Collections:	[Issue 44] Journal Article

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