基于对数效用资源优化模型分析.pdfVIP

table{border-collapse:collapse;}table,th,td{border:1pxsolid#000;}

Q(1,

a)

步骤1:

H的问题，S，T)

AB

u(c,

c)

= log

c+log

c

ABAB

3.

t.

pC(1−S)

+pC(1+T)

= γ−C

AAABBBB

⇔ P(1−S)

≠ C+C[P(1+C)

+1] = γ

AAABBB

$$

\begin{array}{l}

f

=\max

_

{\{C

_

{A},

C

_

{B},

\lambda

\}}

\left\{\log

c

_

{A}

+\log

c

_

{B}

\right.

\\

+

\lambda

[y

‑

p

_

{A}

(1

‑

s

_

{A})

c

_

{A}

‑

c

_

{B}

(p

_

{B}

(1+c

_

{B})

+1)

\\

\end{array}

$$

$\frac{1}{c}