Similar Search Results

Existence and uniqueness of solutions to the Bellman equation in stochastic dynamic programming

Rincón-Zapatero, Juan Pablo - 2022 - This Version: March 7, 2022

Persistent link: https://www.econbiz.de/10013449090

Soil pollution diffusion in a spatial agricultural economy

Camacho, Carmen; Cornet, Alexandre - 2020

Persistent link: https://www.econbiz.de/10012268382

Optimal control of an infinite-dimensional problem with a state constraint arising in the spatial economic growth theory

Boucekkine, Raouf; Camacho, Carmen; Ruan, Weihua - 2024

Persistent link: https://www.econbiz.de/10014575633

A fast upper envelope scan method for discrete-continuous dynamic programming

Dobrescu, Loretti Isabella; Shanker, Akshay - 2023

Persistent link: https://www.econbiz.de/10013534359

Risk allocation under liquidity constraints

Csóka, Péter; Herings, Peter Jean-Jacques - 2014

Risk allocation games are cooperative games that are used to attribute the risk of a financial entity to its divisions. In this paper, we extend the literature on risk allocation games by incorporating liquidity considerations. A liquidity policy specifies state-dependent liquidity requirements...

Persistent link: https://www.econbiz.de/10010350439