consumption utility function 中文意思是什麼

consumption utility function 解釋
消費效用函數
  • consumption : n. 1. 消費（量）；消盡，消耗，滅絕。2. 【醫學】結核病；癆病，肺癆 （＝pulmonary consumption）。
  • utility : n 1 有用，有益；實用，【經濟學】效用；功利；〈常 pl 〉 有用的東西。2 【哲學】功利主義。3 【戲劇】...
  • function : n 1 功能，官能，機能，作用。2 〈常 pl 〉職務，職責。3 慶祝儀式；（盛大的）集會，宴會。4 【數學】...
  1. In the 4th section we study the optimal consumption and portfolio wher e the stock price with mixed jump - diffusion process, and get the explicit solution of this problem with maximum expected uti1ity ( uti1ity function with constant coefficient and risk averseness ). in the 5th section of this thesis give an concrete example, consider optimal consumption and investment tactics with jump events, and get the optimal consumption and portfolios under maximize expected utility ( risk detesting utility function with constant coefficient etc. )

    第四章考慮了股票價格的動態過程基於復合跳躍? ?擴散過程下的最優消費及投資策略，並求出了期望效用（常系數風險厭惡型效用函數）最大化下的最優消費和投資組合。第五章考慮了由於外部事件的影響導致股票價格的動態路徑出現跳躍時的最優消費及投資策略，並求出了期望效用（常系數風險厭惡型效用函數）最大化下的最優消費和投資組合。
  2. In chapter two, the general model of the optimum investment, consumption and periodical insurance payable at death for life is discussed and its corresponding optimum control question is solved. the optimum strategy can be got through the corresponding hib ( hamilton - jacobi - bellman ) equation. as to the crra ( constant relative risk aversion ), a sort of utility function, indicatively, the optimum investment process, consumption process and the periodical insurance payable at death for life purchasing process can be gained with the feedback form

    第二章討論最優消費、投資、定期人壽死亡保險的一般模型，解決了對應的最優控制問題，最優策略可通過求解hjb （ hamilton一jaeobi一bellman ）方程得到，當效用函數為crra （常數相對風險厭惡）類型時，顯式地得到具有反饋形式的最優投資過程、消費過程及定期人壽死亡保險購買過程。
  3. To answer the question " why to reform ", the paper explores the cause in terms of demand, efficiency, competition, and environment, and proposes that demand for consumption is the outset of the distribution channel as well as the end of the channel. any change in quantity and structure of consumer demand will result in corresponding changes in the structure and behavior of the distribution channel. as it can reflect the function and utility of the specified system in a specific period, efficiency has become the driving force to initiate the reform in the distribution channel

    消費需求在數量上與結構上的每一次改變，都會拉動流通渠道結構與行為的相應變革；效率作為特定歷史條件下特定系統的功能與效能反映，其經濟性、客觀性及發展性特徵成為流通渠道變革的驅動力；競爭是市場經濟的基本現象，它在流通渠道中表現為部門競爭及部門間競爭，兩個方面競爭的共同作用必然導致流通渠道整體結構、數量、關系等一系列相應的變革；環境是流通渠道生存的空間，其從政治、經濟、人口、技術等方面對流通渠道形成制約，環境的變化刺激流通渠道產生相應的變革。
  4. In the hierarchy consumption decision model, consume goods are divided into particular goods and normal goods according to die preference of die consumer the preference of consumer to particular goods has die property of absolute priority and self - saturation, so it can not be described by continuous utility function

    在層次消費決策模型下，消費物品按消費者對其的偏好性質分成特殊物品和正常物品。其中，消費者對特殊物品的偏好具有絕對優先性和自我飽和性，不能用連續效用函數來表示。
  5. In the 3rd section we introduce how to use mathematical model to study financial problems, whose assets running on mixed jump - diffusion process, first we get the famous non - linear feynman - kac formula by fbsde, then let the solution of the bsde be a investor ' s utility function, and it ' s the so - called recurse utility function. second, we can prove that this utility function is a continue viscosity solution of the variation inequality which we get above, and we get the comparison theory. third we can use the result to financial market to study the optimal consumption and portfolio problem or evaluate the american option

    第三章介紹了利用金融資產價格運行基於復合跳躍? ?擴散過程的數理模型來研究金融經濟問題，通過結合運用正倒向隨機微分方程，推導得到著名的非線性feynman - - kac公式，並且將相應的倒向隨機微分方程的解記為投資者的值函數，這也就是通常所說的效用值函數；接著我們可以證明此效用值函數為某一偏微積分變差不等式的連續粘性解，並且得到了比較原則；這些結果可以應用到金融領域用於消費投資組合的選擇或是美式期權的估值。
  6. Proceed from development of peasant household ' s micro - economic analysis model, summarized, summed up and settled the peasant households " utility models, utility behavior models, production behavior models, etc. adopted systematical effective analytical method to research peasant household production, consumption, utility, etc. stage construction, many angle, have explored out the function mechanism of the structural adjustment decision behavior of peasant households further

    從農戶微觀經濟分析模型的演變出發，對農戶的效用模型、效用行為模型、生產行為模型等進行總結、歸納和梳理。對農戶生產、消費、效用等多層面、多角度採用系統有效的分析方法，進一步發掘出了農戶的結構調整決策行為的作用機理，得到了一個包含消費、投資、效用與需求在內的農戶決策行為的成因機理的核心方程，並建立了理論模型和計量經濟模型相互溝通的具體「橋梁」 。
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