Solving optimal growth models with vintage capital: The dynamic programming approach
From MaRDI portal
Publication:960261
Recommendations
- Optimal investment models with vintage capital: dynamic programming approach
- Application of dynamic programming to economic problems with vintage capital
- Dynamic optimization of investments in the economic growth models
- Optimization in a vintage capital model with piecewise linear cost function
- A computational general equilibrium model with vintage capital
- scientific article; zbMATH DE number 957567
- On the optimal control of the vintage capital growth model with endogenous labour supply
- Optimal Growth Models with Discounted Return
- A vintage model with endogenous growth and human capital
- A note on a new class of solutions to dynamic programming problems arising in economic growth
Cites work
- scientific article; zbMATH DE number 4010171 (Why is no real title available?)
- scientific article; zbMATH DE number 51863 (Why is no real title available?)
- scientific article; zbMATH DE number 3505708 (Why is no real title available?)
- scientific article; zbMATH DE number 3549717 (Why is no real title available?)
- scientific article; zbMATH DE number 1252483 (Why is no real title available?)
- scientific article; zbMATH DE number 1776363 (Why is no real title available?)
- scientific article; zbMATH DE number 3801925 (Why is no real title available?)
- A Survey of the Maximum Principles for Optimal Control Problems with State Constraints
- A boundary-value problem for Hamilton-Jacobi equations in Hilbert spaces
- A model of optimal growth strategy
- Anticipation effects of technological progress on capital accumulation: a vintage capital approach
- Boundary control problems with convex cost and dynamic programming in infinite dimension. II: Existence for HJB
- Can convergence regressions distinguish between exogenous and endogenous growth models?
- Controllability and Observability for Infinite-Dimensional Systems
- Delay equations. Functional-, complex-, and nonlinear analysis
- Duality theory for dynamic optimization models of economics: The continuous time case
- Endogenous growth and time-to-build: the AK case
- Existence and structure of optimal solutions of infinite-dimensional control problems
- Existence of optimal strategies in linear multisector models
- Geometric theory of semilinear parabolic equations
- Growth and Unemployment
- Introduction to functional differential equations
- MODELLING VINTAGE STRUCTURES WITH DDEs: PRINCIPLES AND APPLICATIONS
- On Dynamic Programming in Economic Models Governed by DDEs
- On the Transversality Condition in Infinite Horizon Optimal Problems
- Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations
- Optimal strategies in linear multisector models: Value function and optimality conditions
- Overtaking optimal solutions for convex Lagrange problems with time delay
- Quadratic Control of Evolution Equations with Delays in Control
- Regular solutions of first-order Hamilton-Jacobi equations for boundary control problems and applications to economics
- Replacement echoes in the vintage capital growth model
- Representation and control of infinite dimensional systems. Volume I
- Solutions for a class of optimal control problems with time delay. I
- Solutions for a class of optimal control problems with time delay. II
- Some Clarifications on the Transversality Condition
- Stability and the Infinite-Time Quadratic Cost Problem for Linear Hereditary Differential Systems
- Technology adoption and accumulation in a vintage-capital model
- Technology adoption, learning-by-doing, and economic growth
- The Existence of Catching-Up Optimal Solutions for a Class of Infinite Horizon Optimal Control Problems with Time Delay
- The Infinite Time Quadratic Control Problem for Linear Systems with State and Control Delays: An Evolution Equation Approach
- The Linear-Quadratic Optimal Control Problem with Delays in State and Control Variables: A State Space Approach
- Time-to-build and cycles
- User’s guide to viscosity solutions of second order partial differential equations
- Vintage capital and the dynamics of the AK model
- Vintage capital, investment, and growth
- Viscosity Solutions to Delay Differential Equations in Demo-Economy
- Viscosity solutions for a class of Hamilton-Jacobi equations in Hilbert spaces
- Viscosity solutions for the dynamic programming equations
- Viscosity solutions of Hamilton-Jacobi equations in infinite dimensions. IV: Hamiltonians with unbounded linear terms
Cited in
(36)- Stochastic Optimal Control with Delay in the Control I: Solving the HJB Equation through Partial Smoothing
- A computational general equilibrium model with vintage capital
- State constrained control problems in Banach lattices and applications
- On the optimal control of a linear neutral differential equation arising in economics
- Spatial dynamics and convergence: the spatial AK model
- A note on a new class of solutions to dynamic programming problems arising in economic growth
- Solving internal habit formation models through dynamic programming in infinite dimension
- On the optimal control of the vintage capital growth model with endogenous labour supply
- Stochastic optimal control with delay in the control. II: Verification theorem and optimal feedbacks
- Verification theorems for stochastic optimal control problems in Hilbert spaces by means of a generalized Dynkin formula
- Maintenance and investment: complements or substitutes? A reappraisal
- Optimal policy and consumption smoothing effects in the time-to-build AK model
- Egalitarianism under population change: age structure does matter
- Distributed optimal control models in environmental economics: a review
- Optimal control in infinite-dimensional spaces and economic modeling: state of the art and perspectives
- Business cycle fluctuations and learning-by-doing externalities in a one-sector model
- The economics of epidemics and contagious diseases: an introduction
- Verification results for age-structured models of economic-epidemics dynamics
- A dynamic theory of spatial externalities
- Optimal investment with vintage capital: equilibrium distributions
- Multiple solutions in systems of functional differential equations
- The spatial AK model and the Pontryagin maximum principle
- Optimal vintage capital utilisation. Supportability conditions
- Numerical solution by iterative methods of a class of vintage capital models
- International borrowing without commitment and informational lags: choice under uncertainty
- Optimal investment models with vintage capital: dynamic programming approach
- Vintage capital, investment, and growth
- Optimal control of stochastic delay differential equations: optimal feedback controls
- Geographical structure and convergence: a note on geometry in spatial growth models
- A pricing formula for delayed claims: appreciating the past to value the future
- Generically distributed investments on flexible projects and endogenous growth
- Feasibility and optimality of the initial capital stock in the Ramsey vintage capital model
- Application of dynamic programming to economic problems with vintage capital
- Fifty years of mathematical growth theory: classical topics and new trends
- A non-invariance result for the spatial AK model
- A note on growth accounting with vintage capital
This page was built for publication: Solving optimal growth models with vintage capital: The dynamic programming approach
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q960261)
