Optimal investment models with vintage capital: dynamic programming approach
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Publication:990281
DOI10.1016/j.jmateco.2010.02.006zbMath1196.49022OpenAlexW2029196549MaRDI QIDQ990281
Publication date: 6 September 2010
Published in: Journal of Mathematical Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmateco.2010.02.006
optimal controlboundary controldynamic programmingHamilton-Jacobi-Bellman equationsvintage capitaloptimal investmentage-structured systemslinear convex control
Dynamic programming in optimal control and differential games (49L20) Existence theories for problems in abstract spaces (49J27) Portfolio theory (91G10)
Related Items (10)
Solving internal habit formation models through dynamic programming in infinite dimension ⋮ Practical exponential stability of stochastic age-dependent capital system with Lévy noise ⋮ The spatial AK model and the Pontryagin maximum principle ⋮ Verification results for age-structured models of economic-epidemics dynamics ⋮ Optimal advertising strategies with age-structured goodwill ⋮ On the infinite-horizon optimal control of age-structured systems ⋮ On the Mitra-Wan forest management problem in continuous time ⋮ Optimal control of path-dependent McKean-Vlasov SDEs in infinite-dimension ⋮ Optimal investment with vintage capital: equilibrium distributions ⋮ Optimal time-consistent investment strategy for a DC pension plan with the return of premiums clauses and annuity contracts
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