Optimization in curbing risk contagion among financial institutes (Q1797111)

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scientific article; zbMATH DE number 6957832
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English
Optimization in curbing risk contagion among financial institutes
scientific article; zbMATH DE number 6957832

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    Optimization in curbing risk contagion among financial institutes (English)
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    17 October 2018
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    direct-comparison based optimization
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    discrete event systems
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    perturbation analysis
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    financial network
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    Markov decision problems
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    risk contagion
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    policy iteration
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    sensitivity
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