Solving internal habit formation models through dynamic programming in infinite dimension
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Publication:2363573
DOI10.1007/s10957-017-1073-8zbMath1370.49020MaRDI QIDQ2363573
Emmanuelle Augeraud-Véron, 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
49L20: Dynamic programming in optimal control and differential games
34K35: Control problems for functional-differential equations
49K15: Optimality conditions for problems involving ordinary differential equations
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