Optimal investment models with vintage capital: dynamic programming approach
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Cited in
(18)- Practical exponential stability of stochastic age-dependent capital system with Lévy noise
- On the infinite-horizon optimal control of age-structured systems
- Solving internal habit formation models through dynamic programming in infinite dimension
- Investment in a vintage capital model
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- Verification results for age-structured models of economic-epidemics dynamics
- Optimal advertising strategies with age-structured goodwill
- Optimal control of path-dependent McKean-Vlasov SDEs in infinite-dimension
- ON THE DYNAMIC PROGRAMMING APPROACH FOR OPTIMAL CONTROL PROBLEMS OF PDE'S WITH AGE STRUCTURE
- On the Mitra-Wan forest management problem in continuous time
- Optimal investment with vintage capital: equilibrium distributions
- 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
- Optimal time-consistent investment strategy for a DC pension plan with the return of premiums clauses and annuity contracts
- Solving optimal growth models with vintage capital: The dynamic programming approach
- Feasibility and optimality of the initial capital stock in the Ramsey vintage capital model
- Application of dynamic programming to economic problems with vintage capital
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