A system of first order Hamilton-Jacobi equations related to an optimal debt management problem (Q2149888)
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| English | A system of first order Hamilton-Jacobi equations related to an optimal debt management problem |
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A system of first order Hamilton-Jacobi equations related to an optimal debt management problem (English)
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27 June 2022
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In the paper under review, the authors investigate a system of first order Hamilton-Jacobi equations with discontinuous coefficients which orifinate from a model of deterministic optimal debt management in infinite time horizon, with exponential discount and currency devaluation. The paper contributes nice results in geometric analysis.
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Hamilton-Jacobi equations
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viscosity solutions
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deterministic optimal debt management
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equilibrium solutions
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