Applied Mathematics

Vol.5 No.2(2014), Paper ID 42167, 22 pages

DOI:10.4236/am.2014.52028

 

Optimal Consumption under Uncertainties: Random Horizon Stochastic Dynamic Roy’s Identity and Slutsky Equation

 

David W. K. Yeung

 

Center of Game Theory, St Petersburg State University, St Petersburg, Russia;SRS Consortium for Advanced Study in Cooperative Dynamic Games, Shue Yan University, Hong Kong, China

 

Copyright © 2014 David W. K. Yeung et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

 

How to Cite this Article

D. Yeung, "Optimal Consumption under Uncertainties: Random Horizon Stochastic Dynamic Roy’s Identity and Slutsky Equation," Applied Mathematics, Vol. 5 No. 2, 2014, pp. 263-284. doi: 10.4236/am.2014.52028.
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