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Friday, April 29


Khai Nguyen, North Carolina State University

Differential Game Models of Optimal Debt Management

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. …
This event originated in Math Colloquia.