Optimal reduction of public debt under partial observation of the economic growth
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Publication:2211350
DOI10.1007/s00780-020-00438-zzbMath1453.91070arXiv1901.08356OpenAlexW3124996542MaRDI QIDQ2211350
Claudia Ceci, Giorgio Ferrari, Giorgia Callegaro
Publication date: 11 November 2020
Published in: Finance and Stochastics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1901.08356
Economic growth models (91B62) Stopping times; optimal stopping problems; gambling theory (60G40) Statistical methods; economic indices and measures (91B82)
Related Items (7)
Nonlinear filtering of partially observed systems arising in singular stochastic optimal control ⋮ A stochastic control approach to public debt management ⋮ Two-Sided Singular Control of an Inventory with Unknown Demand Trend ⋮ Optimal investment and consumption strategies for pooled annuity with partial information ⋮ Optimal execution with multiplicative price impact and incomplete information on the return ⋮ Optimal Control of Debt-to-GDP Ratio in an $N$-State Regime Switching Economy ⋮ Optimal Retirement Under Partial Information
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