二維度動態最佳化模型之特徵

Abstract

由於簡化動態最佳化模型的結構簡單，所以被廣泛地應用在許多領域，如：經濟學。Mitra [1]曾經討論過狀態空間為一維度的動態模型，本文將討論狀態空間為二維度的模型，並且用兩種方法得出兩個最佳解的特徵。

Dynamic optimization models are currently in use in a number of different areas in economics. The reduced-form model is widely used because of its simple mathematical structure; one keeps track of the transition over time of only the state variable, from one state to another. Mitra [1] discussed the reduced-form model with one-dimensional state space. We discuss the reduced-form model with two-dimensional state space, and obtain two characterizations of its optimal programs by using primal and dual approaches.