- A Stochastic Control Approach to Public Debt Management
2021/07/22 by Brachetta, Matteo, Ceci, Claudia · 1 citation
#60J60 #91B64 #93E20 #FOS: Economics and business #FOS: Mathematics #General Economics (econ.GN) #Optimization and Control (math.OC)
- Optimal Reduction of Public Debt under Partial Observation of the Economic Growth
2019/01/24 by Callegaro, Giorgia, Ceci, Claudia, Ferrari, Giorgio · 2 citations
#60G35 #60G40 #60J60 #91B64 #93E11 #93E20 #FOS: Economics and business #FOS: Mathematics #General Economics (econ.GN) #Optimization and Control (math.OC)
- Optimal Control of Debt-to-GDP Ratio in an N-state Regime Switching Economy
2018/08/04 by Ferrari, Giorgio, Rodosthenous, Neofytos · 1 citation
#60G40 #60J27 #60J60 #91B64 #93E20 #FOS: Mathematics #Optimization and Control (math.OC)
- On the Singular Control of Exchange Rates
2017/12/06 by Ferrari, Giorgio, Vargiolu, Tiziano · 2 citations
#60G40 #60J60 #91B64 #91G30 #93E20 #FOS: Economics and business #FOS: Mathematics #Mathematical Finance (q-fin.MF) #Optimization and Control (math.OC)
- On the Optimal Management of Public Debt: a Singular Stochastic Control Problem
2016/07/14 by Ferrari, Giorgio · 2 citations
#45B05 #60G40 #60J60 #91B64 #93E20 #FOS: Economics and business #FOS: Mathematics #Optimization and Control (math.OC) #Portfolio Management (q-fin.PM)