A lending scheme for a system of interconnected banks with probabilistic constraints of failure (Q2203046)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A lending scheme for a system of interconnected banks with probabilistic constraints of failure |
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A lending scheme for a system of interconnected banks with probabilistic constraints of failure (English)
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1 October 2020
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Hamilton-Jacobi-Bellman equations
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optimal control
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terminal probability constraints
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bank failure
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