This article applies optimization and simulation to maximize household utility in an infinite horizon context, indicating effective methods in financial analysis.
This article is an application of the paper (Belhenniche et al., 2024). We will solve a new optimization problem from the financial and economic field, for the maximization of the utility of households, with infinite-horizon iterative techniques and a numerical simulation in C++. We developed a procedure to solve the stationary infinite-horizon optimization problems and for regression analysis between functions and paramaters. In the article (Belhenniche et al., 2024) we showed the convergence in norm with probability for an iterative procedure defined for our problem under the stated assumptions. For regression analysis we used the SPSS program. The conclusions are we can use C++ and an operator in a Banach space, for fast and numerical simulations, for study the optimal cost function of an infinite horizon problem.
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Branga et al. (2025) studied this question.
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