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

Author:

Marigonda Antonio,Nguyen Khai T.ORCID

Funder

simons foundation

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,Analysis

Reference8 articles.

1. Bressan, A., Nguyen, Khai T.: A game theoretical model of debt and bankruptcy, ESAIM: COCV, Volume 22, Number 4, October–December 2016, pp. 953 – 982

2. Bressan, A., Marigonda, A., Nguyen, Khai T., Palladino, M.: Optimal strategies in a debt management problem. SIAM J. Financial Math., 8(1), 841 – 873 (2017)

3. Bressan, A., Yiang, J.: The vanishing viscosity limit for a system of H–J equations related to a debt management problem. Discrete Contin. Dyn. Syst. Ser. S 11, 793–824 (2018)

4. Capuani, R., Gilmore, S., Nguyen, Khai T.: A model of debt with bankruptcy risk and currency devaluation. Min. Theory Appl. 5(2), 251–274 (2020)

5. Ekeland, I., Temam, R.: Convex Analysis and Variational Problems, SIAM Classics in Applied Mathematics 28 (1999)

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