Towards the 1920's, I usually have bought up at least one of my competitors, got a decent yearly income and don't need to worry about money anymore. This usually also is the time that my game starts lagging on me.
The first thing you can do is whenever you go into one of the menu's (train overview, shares etc), you pause the game. Not only does this give you more time to make your decisions, the game will also be a little faster as you navigate through them and when you return to the map, it will come with less lag.
The other thing is to slow time down. The game speed button (top-right) will slow all the trains down, which means more time to build but also less laggy gameplay. It probably it is because the game has to calculate a lot less 'actions' per second, dunno, but it feels more responsive.
The above enables me to play a decade or two longer and then the problems become too big again, but it's an improvement.
(my average age to retire is probably around 1925 or so, after haaving bought up all the competitors)