| 随机利率下的消费模型 |
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| 引用本文： | 南江霞,董立刚.随机利率下的消费模型[J].大连大学学报,2005,26(4):12-14. |
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| 作者姓名： | 南江霞 董立刚 |
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| 作者单位： | 1. 大连大学,信息工程学院,辽宁,大连,116622
2. 大连大学,学生处,辽宁,大连,116622 |
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| 摘 要： | 经过研究经典消费模型和今年我国利率上调的实际情况,在收入是确定的假设下,建立利率是马尔可夫随机过程的消费优化模型.利用随机模拟和遗传算法求解此随机优化模型,得到了消费者选择的最优消费和最优消费效应.模型可以用来预测利率变化时,消费者的决策行为.
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| 关 键 词： | 马尔可夫过程 随机利率 消费模型 随机模拟 遗传算法 |
| 文章编号： | 1008-2395（2005）04-0012-03 |
| 收稿时间： | 2005-04-11 |
| 修稿时间： | 2005年4月11日 |
A consumption model with a random interest |
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| NAN Jiang-xia,DONG Li-gang.A consumption model with a random interest[J].Journal of Dalian University,2005,26(4):12-14. |
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| Authors: | NAN Jiang-xia DONG Li-gang |
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| Abstract: | In order to study a classical consumption model with the condition of increasing interest rate and assuming a constant income,an optimal consumption model with a random interest rate was proposed in this paper.The model with random interest is supposed to be a Markov processes,a stochastic simulation and an AG method are used to solve this model.The optimal consumption and effect can be obtained.So,this model can forecast the consumers'action of determination with the change of the interest rate. |
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| Keywords: | markov processes random interest consumer model stochastic simulation generic algorithm |
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