Analysis of mechanisms of production investment stimulation in an imperfect capital market based on a mathematical model

DOI10.1134/S0965542523030107MaRDI QIDQ6043530zbMATH OpenOpenAlexFDO

Authors N. K. Obrosova, Alexander A. Shananin

Publication date 23 May 2023

Published in Computational Mathematics and Mathematical Physics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1134/s0965542523030107

zbMATH Keywords

Hamilton-Jacobi-Bellman equationoptimal controlviscosity solutioninvestment modelCantor-Lippman modelimperfect marketprofitability of investment

Mathematics Subject Classification ID

Financial markets (91G15) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)

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Cites work

• A model of investment behavior of enterprise owner in an imperfect capital market
• An attempt at the mathematical modeling of an economy.
• Arbitrage and Growth Rate for Riskless Investments in a Stationary Economy
• Control synthesis in a modified Ramsey model with a liquidity constraint
• Financial bubbles existence in the Cantor-Lippman model for continuous time
• Growth rate, internal rates of return and turnpikes in an investment model
• Investment Selection with Imperfect Capital Markets
• Mathematical modeling of household economy in Russia
• Mathematical modeling of investments in an imperfect capital market
• Optimal Investment Selection with a Multitude of Projects
• Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations
• Optimization and nonsmooth analysis

Cited in

(6)

• scientific article; zbMATH DE number 4018728 (Why is no real title available?)
• Analysis of indicators of high-technology production using optimization models, taking into account the shortage of working capital
• scientific article; zbMATH DE number 2165182 (Why is no real title available?)
• A model of investment behavior of enterprise owner in an imperfect capital market
• Model of the producer's behavior in the presence of random moments of obtaining a loan and investment
• scientific article; zbMATH DE number 2239570 (Why is no real title available?)

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