A system of first order Hamilton-Jacobi equations related to an optimal debt management problem

DOI10.1007/s00030-022-00774-3zbMath1500.35092arXiv2102.03884OpenAlexW4282835013MaRDI QIDQ2149888

Khai T. Nguyen, Antonio Marigonda

Publication date: 27 June 2022

Published in: NoDEA. Nonlinear Differential Equations and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2102.03884

zbMATH Keywords

Hamilton-Jacobi equationsviscosity solutionsequilibrium solutionsdeterministic optimal debt management

Mathematics Subject Classification ID

Viscosity solutions to PDEs (35D40) Hamilton-Jacobi equations (35F21)

Cites Work

• Unnamed Item
• The vanishing viscosity limit for a system of H-J equations related to a debt management problem
• An equilibrium model of debt and bankruptcy
• A Stochastic Model of Optimal Debt Management and Bankruptcy
• A model of debt with bankruptcy risk and currency devaluation

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