Explicit formula for the optimal government debt ceiling (Q513084): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/s10479-015-2052-9
+Normal rank
@@ Property / OpenAlex ID @@
+W2217046481
@@ Property / OpenAlex ID: W2217046481 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3935745
@@ Property / cites work: Q3935745 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4087842
@@ Property / cites work: Q4087842 / rank @@
+Normal rank
@@ Property / cites work @@
+The stochastic maximum principle for a singular control problem
+Normal rank
@@ Property / cites work @@
+Optimal Control of a Mean-Reverting Inventory
@@ Property / cites work: Optimal Control of a Mean-Reverting Inventory / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal Production Management When Demand Depends on the Business Cycle
+Normal rank
@@ Property / cites work @@
+OPTIMAL DIVIDEND POLICY WITH MEAN-REVERTING CASH RESERVOIR
+Normal rank
@@ Property / cites work @@
+Optimal Central Bank intervention in the foreign exchange market
+Normal rank
@@ Property / cites work @@
+A class of singular stochastic control problems
@@ Property / cites work: A class of singular stochastic control problems / rank @@
+Normal rank
@@ Property / cites work @@
+Controlled Markov processes and viscosity solutions
+Normal rank
@@ Property / cites work @@
+Q3808989
@@ Property / cites work: Q3808989 / rank @@
+Normal rank
@@ Property / cites work @@
+Probabilistic aspects of finite-fuel stochastic control
+Normal rank
@@ Property / cites work @@
+Q4076577
@@ Property / cites work: Q4076577 / rank @@
+Normal rank
@@ Property / cites work @@
+Estimation and Control of a Macroeconomic Model with Rational Expectations
+Normal rank
@@ Property / cites work @@
+A General Equilibrium Model of Sovereign Default and Business Cycles
+Normal rank
@@ Property / cites work @@
+Q4151478
@@ Property / cites work: Q4151478 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4367948
@@ Property / cites work: Q4367948 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5618806
@@ Property / cites work: Q5618806 / rank @@
+Normal rank
@@ Property / cites work @@
+EXPLICIT SOLUTIONS OF CONSUMPTION-INVESTMENT PROBLEMS IN FINANCIAL MARKETS WITH REGIME SWITCHING
+Normal rank
@@ Property / cites work @@
+Q5471609
@@ Property / cites work: Q5471609 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic Optimal Control and the U.S. Financial Debt Crisis
+Normal rank
@@ Property / cites work @@
+Stochastic differential equations with reflecting boundary condition in convex regions
+Normal rank