Fiscal stimulus as an optimal control problem

authors

• Zhou, Quan

published proceedings

• STOCHASTIC PROCESSES AND THEIR APPLICATIONS

author list (cited authors)

• Ernst, P. A., Imerman, M. B., Shepp, L., & Zhou, Q.

citation count

• 0

complete list of authors

• Ernst, Philip A||Imerman, Michael B||Shepp, Larry||Zhou, Quan

publication date

• January 2022

publisher

• Elsevier  Publisher

published in

• Stochastic Processes and their Applications  Journal

keywords

• Dividend Problem
• Financial Strategy
• Fiscal Stimulus
• Hamilton-jacobi-bellman Equation
• Radner-shepp Model
• Stochastic Control

Digital Object Identifier (DOI)

• 10.1016/j.spa.2021.05.009

start page

• 1091

end page

• 1108

volume

• 150

URL

• http://dx.doi.org/10.1016/j.spa.2021.05.009