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In this paper, I endeavour to construct a new model, by extending the classic exogenous economic growth model by including a measurement which tries to explain and quantify the size of technological innovation ( A ) endogenously. I do not…

Econometrics · Economics 2018-05-03 Murad Kasim

In this paper we use a dynamic programming approach to analytically solve an endogenous growth model with internal habits where the key parameters describing their formation, namely the intensity, persistence and lag structure (or memory),…

Optimization and Control · Mathematics 2014-04-02 Emmanuelle Augeraud-Veron , Mauro Bambi , Fausto Gozzi

Economic growth is unpredictable unless demand is quantified. We solve this problem by introducing the demand for unpaid spare time and a user quantity named human capacity. It organizes and amplifies spare time required for enjoying…

General Finance · Quantitative Finance 2012-06-13 Hans G. Danielmeyer , Thomas Martinetz

We formulate a continuous-time competitive equilibrium model of irreversible capacity investment in which a continuum of heterogeneous producers supplies a single non-durable good subject to exogenous stochastic demand. Each producer…

Probability · Mathematics 2025-12-04 Constantinos Kardaras , Alexandros Pavlis , Mihail Zervos

This paper aims to introduce a concept of an equilibrium point of a dynamical system which will call it almost global asymptotically stable. A biological prey-predator model is also analyzed with a modification function growth in prey…

Optimization and Control · Mathematics 2020-05-27 Sadiq Al-Nassir

In this paper, we establish multiple closed-form solutions for all the variables in the Lucas-Uzawa model with externalities for the case with no parameter restrictions as well as for cases with specific parameter restrictions. These…

Optimization and Control · Mathematics 2017-10-19 R. Naz , A. Chaudhry

We present some existence results for three-dimensional quasistatic morphoelasticity. The state of the growing body is described by its deformation and the underlying growth tensor and is ruled by the interplay of hyperelastic energy…

Analysis of PDEs · Mathematics 2021-11-23 Elisa Davoli , Katerina Nik , Ulisse Stefanelli

We prove existence and uniqueness of stochastic equilibria in a class of incomplete continuous-time financial environments where the market participants are exponential utility maximizers with heterogeneous risk-aversion coefficients and…

General Finance · Quantitative Finance 2010-06-02 Gordan Zitkovic

We consider dynamic stochastic economies with heterogeneous agents and introduce the concept of uniformly self-justified equilibria (USJE) -- temporary equilibria for which forecasts are best uniform approximations to a selection of the…

Theoretical Economics · Economics 2021-12-30 Felix Kubler , Simon Scheidegger

Stochastic differential equations have proved to be a valuable governing framework for many real-world systems which exhibit ``noise'' or randomness in their evolution. One quality of interest in such systems is the shape of their…

Dynamical Systems · Mathematics 2025-02-04 David Sabin-Miller , Daniel M. Abrams

We study solutions of a Euclidean weighted porous medium equation when the weight behaves at spacial infinity like $|x|^{-\gamma}$, for $\gamma\in [0,2)$, and is allowed to be singular at the origin. In particular we show local-in-time…

Analysis of PDEs · Mathematics 2022-06-22 Matteo Muratori , Troy Petitt

We study equilibrium configurations of swarming biological organisms subject to exogenous and pairwise endogenous forces. Beginning with a discrete dynamical model, we derive a variational description of the corresponding continuum…

Pattern Formation and Solitons · Physics 2010-08-06 Andrew J. Bernoff , Chad M. Topaz

We address a novel approach for stochastic individual-based modelling of a single species population. Individuals are distinguished by their remaining lifetimes, which are regulated by the interplay between the inexorable running of time…

Populations and Evolution · Quantitative Biology 2021-01-08 Luis R. T. Neves , Leonardo Paulo Maia

We consider an optimal control problem arising in the context of economic theory of growth, on the lines of the works by Skiba (1978) and Askenazy - Le Van (1999). The economic framework of the model is intertemporal infinite horizon…

Optimization and Control · Mathematics 2014-09-05 Francesco Bartaloni

We analyse a non-local parabolic integro-differential equation modelling the evolutionary dynamics of a phenotypically-structured population in a changing environment. Such models arise in a variety of contexts from climate change to…

Analysis of PDEs · Mathematics 2024-07-16 Manh Hong Duong , Fabian Spill , Blaine van Rensburg

We extend the construction of equilibria for linear-quadratic and mean-variance portfolio problems available in the literature to a large class of mean-field time-inconsistent stochastic control problems in continuous time. Our approach…

Optimization and Control · Mathematics 2021-10-01 Jiang Yu Nguwi , Nicolas Privault

The goal of this work is to study a model of the wave equation with dynamic boundary conditions and a viscoelastic term. First, applying the Faedo-Galerkin method combined with the fixed point theorem, we show the existence and uniqueness…

Analysis of PDEs · Mathematics 2013-05-06 Stéphane Gerbi , Belkacem Said-Houari

We propose and study a stochastic capital-labour model with logistic growth function. First, we show that the model has a unique positive global solution. Then, using the Lyapunov analysis method, we obtain conditions for the extinction of…

Probability · Mathematics 2022-10-03 Houssine Zine , Jaouad Danane , Delfim F. M. Torres

In the context of a large class of stochastic processes used to describe the dynamics of wealth growth, we prove a set of inequalities establishing necessary and sufficient conditions in order to avoid infinite wealth concentration. These…

Theoretical Economics · Economics 2023-03-02 Valerio Astuti

This paper investigates the competition of two species in a heterogeneous environment subject to the effect of harvesting. The most realistic harvesting case is connected with the intrinsic growth rate, and the harvesting functions are…

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