Optimal reduction of public debt under partial observation of the economic growth
Year of publication: |
2020
|
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Authors: | Callegaro, Giorgia ; Ceci, Claudia ; Ferrari, Giorgio |
Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 24.2020, 4, p. 1083-1132
|
Subject: | Singular stochastic control | Partial observation | Optimal stopping | Free boundary | Debt-to-GDP ratio | Öffentliche Schulden | Public debt | Wirtschaftswachstum | Economic growth | Suchtheorie | Search theory |
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