On the fragility of the basis on the Hamilton-Jacobi-Bellman equation in economic dynamics

DOI10.1016/j.jmateco.2024.102940arXiv2203.10595OpenAlexW4390746698MaRDI QIDQ6121882

Yuhki Hosoya

Publication date: 26 March 2024

Published in: Journal of Mathematical Economics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2203.10595

zbMATH Keywords

Hamilton-Jacobi-Bellman equationviscosity solutionclassical solutionoptimal growth model

Mathematics Subject Classification ID

Economic growth models (91B62) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Hamilton-Jacobi equations in optimal control and differential games (49L12)

Cites Work

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• On the Differentiability of the Value Function in Dynamic Models of Economics
• Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations

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