A stochastic model of optimal debt management and bankruptcy (Q4607052)
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scientific article; zbMATH DE number 6849040
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | A stochastic model of optimal debt management and bankruptcy |
scientific article; zbMATH DE number 6849040 |
Statements
A Stochastic Model of Optimal Debt Management and Bankruptcy (English)
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12 March 2018
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debt management and bankruptcy
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infinite time horizon
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optimal feedback solution
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Hamilton-Jacobi-Bellman equation
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0.9003942012786865
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0.8674970269203186
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0.8177874088287354
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0.7929027080535889
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0.7885851860046387
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