On the Optimal Management of Public Debt: a Singular Stochastic Control Problem
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Publication:3176296
DOI10.1137/16M1084870zbMath1396.91521arXiv1607.04153MaRDI QIDQ3176296
Publication date: 19 July 2018
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1607.04153
Macroeconomic theory (monetary models, models of taxation) (91B64) Optimal stochastic control (93E20) Stopping times; optimal stopping problems; gambling theory (60G40) Statistical methods; economic indices and measures (91B82)
Related Items (6)
Taming the spread of an epidemic by lockdown policies ⋮ A stochastic control approach to public debt management ⋮ Intervene in advance or passively? Analysis and application on congestion control of smart grid ⋮ Debt redemption fund and fiscal incentives ⋮ Optimal reduction of public debt under partial observation of the economic growth ⋮ Optimal Control of Debt-to-GDP Ratio in an $N$-State Regime Switching Economy
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