Optimal Control of Debt-to-GDP Ratio in an $N$-State Regime Switching Economy (Q5220413)
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scientific article; zbMATH DE number 7180835
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Control of Debt-to-GDP Ratio in an $N$-State Regime Switching Economy |
scientific article; zbMATH DE number 7180835 |
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Optimal Control of Debt-to-GDP Ratio in an $N$-State Regime Switching Economy (English)
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20 March 2020
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singular stochastic control
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zero-sum optimal stopping game
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free-boundary problem
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regime switching
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debt-to-GDP ratio
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