scientific article; zbMATH DE number 5031964
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Publication:5471609
zbMATH Open1181.91004MaRDI QIDQ5471609FDOQ5471609
Authors: Jerome L. Stein 
Publication date: 14 June 2006
Title of this publication is not available (Why is that?)
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Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Economic growth models (91B62) Actuarial science and mathematical finance (91G99) Optimal stochastic control (93E20) Research exposition (monographs, survey articles) pertaining to systems and control theory (93-02)
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- Mild solutions to the dynamic programming equation for stochastic optimal control problems
- On the Optimal Management of Public Debt: a Singular Stochastic Control Problem
- The Euro/Dollar exchange rate: chaotic or non-chaotic? A continuous time model with heterogeneous beliefs
- Devaluation, debt, and default in emerging economies
- Financial risk contagion and optimal control
- Applications of stochastic optimal control/dynamic programming to international finance and debt crises
- Real exchange rate misalignments in the euro area
- The dynamic programming equation for a stochastic volatility optimal control problem
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- Financing policies via stochastic control: a dynamic programming approach
- Explicit formula for the optimal government debt ceiling
- Stochastic optimal control and the U.S. financial debt crisis
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