Attaining stochastic optimal control over debt ratios in U.S. markets
Year of publication: |
2023
|
---|---|
Authors: | Liu, Wei-han |
Published in: |
Review of quantitative finance and accounting. - Dordrecht [u.a.] : Springer, ISSN 1573-7179, ZDB-ID 2009625-2. - Vol. 61.2023, 3, p. 967-993
|
Subject: | Markov process | Optimal debt ratio | Regime-switching | Stochastic optimal control | USA | United States | Stochastischer Prozess | Stochastic process | Markov-Kette | Markov chain | Kontrolltheorie | Control theory |
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