Optimization in curbing risk contagion among financial institutes (Q1797111)
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scientific article; zbMATH DE number 6957832
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Optimization in curbing risk contagion among financial institutes |
scientific article; zbMATH DE number 6957832 |
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Optimization in curbing risk contagion among financial institutes (English)
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17 October 2018
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direct-comparison based optimization
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discrete event systems
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perturbation analysis
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financial network
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Markov decision problems
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risk contagion
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policy iteration
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sensitivity
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0.7895129323005676
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0.7799550294876099
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0.7653008103370667
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0.7596040368080139
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0.7459378838539124
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