Explicit formula for the optimal government debt ceiling
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Publication:513084
DOI10.1007/s10479-015-2052-9zbMath1356.93096OpenAlexW2217046481MaRDI QIDQ513084
Abel Cadenillas, Ricardo Huamán-Aguilar
Publication date: 3 March 2017
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10479-015-2052-9
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic models in economics (91B70) Optimal stochastic control (93E20)
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