Optimal investment models with vintage capital: dynamic programming approach
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Publication:990281
DOI10.1016/j.jmateco.2010.02.006zbMath1196.49022MaRDI 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 control; boundary control; dynamic programming; Hamilton-Jacobi-Bellman equations; vintage capital; optimal investment; age-structured systems; linear convex control
49L20: Dynamic programming in optimal control and differential games
49J27: Existence theories for problems in abstract spaces
91G10: Portfolio theory
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