The Investment Model And The Stochastic Economic Growth

In modern society, there are many factors which impact the economic growth . such as the public expenditure of government, export, consumption, investment .In this paper, we discuss the influences of investment on economic growth. The main purpose of the investor is to gain the optimization of its investment .we use the mathematic models in this article at a stochastic environment. There are three parts in this article : exordia, investment models in discrete state, investment models in continuous state .In the first part, we introduce the mathematical knowledge and economic variable which we use. It includes the development of economic growth knowledge, macroeconomic variables, the optimization methods, the stochastic analysis. investment and economic growth. In part two, we discuss the investment models in a discrete state, and consider the price of production and capital have some stochastic variability ,which are the resource of the unfixed investment .we use the optimization methods, analysis the producer investment, external investment of producer and storage investment. we have the results of the best investment plan of the producer . In part three, we discuss the investment model in continuous state on the basis of part two. we accept the constraint condition which is determined by market constraint condition and choose the best investment plan under this conditions. we discuss the optimization problem ,in which investment is the controlled variable and capital increment is state variable . we also gain some results.