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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...
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| Autor principal: | |
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| Formato: | Livro |
| Idioma: | Inglês |
| Publicado em: |
Springer,
c201
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| Assuntos: | |
| Acesso em linha: | https://minerva.ufrj.br/F/?func=direct&doc_number=000908741&local_base=UFR01 |
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