A Stochastic Model of Optimal Debt Management and Bankruptcy (Q4607052)
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scientific article; zbMATH DE number 6849040
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Stochastic Model of Optimal Debt Management and Bankruptcy |
scientific article; zbMATH DE number 6849040 |
Statements
A Stochastic Model of Optimal Debt Management and Bankruptcy (English)
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12 March 2018
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debt management and bankruptcy
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infinite time horizon
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optimal feedback solution
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Hamilton-Jacobi-Bellman equation
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