Optimal control with heterogeneous agents in continuous time
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References listed on IDEAS
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More about this item
Keywords
calculus of variations; dynamic programming; heterogeneous agents; Kolmogorov forward equation;All these keywords.
JEL classification:
- C6 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling
- D3 - Microeconomics - - Distribution
- D5 - Microeconomics - - General Equilibrium and Disequilibrium
- E2 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment
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