Stochastic Optimal Control and the U.S. Financial Debt Crisis
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Publication:2888378
DOI10.1007/978-1-4614-3079-7zbMath1250.91006OpenAlexW4302600491MaRDI QIDQ2888378
Publication date: 30 May 2012
Full work available at URL: http://journals.openedition.org/economiepublique/8802
Application models in control theory (93C95) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Optimal stochastic control (93E20) Financial applications of other theories (91G80) Ordinary differential equations and systems with randomness (34F05) Optimality conditions for problems involving randomness (49K45)
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