Khai Nguyen, North Carolina State University
Differential Game Models of Optimal Debt Management
Date:
Time:
4:00 pm –
4:50 pm
Location:
Avery Hall Room: 115
I will present recent results on game theoretical formulation of optimal debt management problems in an infinite time horizon with exponential discount, modeled as a noncooperative interaction between a borrower and a pool of risk-neutral lenders. …
