间接效用函数
- 网络Indirect Utility Function
间接效用函数-
因此，二次间接效用函数是那么有吸引力，因为无偿需求函数非直线在参数。
Thus , the quadratic indirect utility function is less attractive because the uncompensated demand functions are non-linear in the parameters .
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综合运用随机动态规划原理It、^o公式、非线性滤波技术以及鞅与对偶方法，得到了计算最优投资策略和最优目标函数（间接效用函数）的新途径；
By utilizing stochastic dynamic programming , It 's formula , nonlinear filtering and martingale duality methods , the paper has found a new approach to solve such problem for general utility .