Solving internal habit formation models through dynamic programming in infinite dimension
DOI10.1007/S10957-017-1073-8zbMATH Open1370.49020OpenAlexW2587294630MaRDI QIDQ2363573FDOQ2363573
Authors: Emmanuelle Augeraud-Veron, Mauro Bambi, Fausto Gozzi 
Publication date: 20 July 2017
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: http://dro.dur.ac.uk/25957/1/25957.pdf
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Cites Work
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- The Infinite Time Quadratic Control Problem for Linear Systems with State and Control Delays: An Evolution Equation Approach
- Optimal policy and consumption smoothing effects in the time-to-build AK model
- Existence of optimal strategies in linear multisector models
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- Hamilton–Jacobi Equations Arising from Boundary Control Problems with State Constraints
- Habits revealed
- Endogenous growth with addictive habits
Cited In (6)
- On the characterization of linear habit formation
- On history-dependent optimization models: a unified framework to analyze models with habits, satiation and optimal growth
- Internal habits formation and optimality
- A greedy algorithm for habit formation under multiplicative utility
- Fifty years of mathematical growth theory: classical topics and new trends
- Utility Maximization with Habit Formation: Dynamic Programming and Stochastic PDEs
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