Stochastic Optimal Control and the U.S. Financial Debt Crisis
Stochastic Optimal Control (SOC)—a mathematical theory concerned with minimizing a cost (or maximizing a payout) pertaining to a controlled dynamic process under uncertainty—has proven incredibly helpful to understanding and predicting debt crises and evaluating proposed financial regulation and ris...
Saved in:
| Main Author: | |
|---|---|
| Corporate Author: | |
| Format: | Electronic eBook |
| Language: | English |
| Published: |
New York, NY :
Springer New York : Imprint: Springer,
2012.
|
| Edition: | 1st ed. 2012. |
| Subjects: | |
| Online Access: | https://doi.org/10.1007/978-1-4614-3079-7 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|