Optimal control of debt-to-GDP ratio in an N-state regime switching economy
Year of publication: |
[2019]
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Authors: | Ferrari, Giorgio ; Rodosthenous, Neofytos |
Publisher: |
Bielefeld, Germany : Center for Mathematical Economics (IMW), Bielefeld University |
Subject: | singular stochastic control | zero-sum optimal stopping game | free-boundary problem | regime switching | debt-to-GDP ratio | Suchtheorie | Search theory | Kontrolltheorie | Control theory | Markov-Kette | Markov chain | Stochastischer Prozess | Stochastic process |
Extent: | 1 Online-Ressource (circa 27 Seiten) Illustrationen |
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Series: | Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW). - Bielefeld : IMW, ISSN 2942-9536, ZDB-ID 2437810-0. - Vol. 589 (February 2019) |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Other identifiers: | hdl:10419/201614 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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