Optimal open-loop strategies in a debt management problem

Keyphrases

• Borrower 100%
• Lenders 100%
• Management Challenges 100%
• Open-loop Strategy 100%
• Debt Management 100%
• Open-loop Control 50%
• Infinite Time Horizon 50%
• Bankruptcy Risk 50%
• Interest Rates 50%
• Risk-neutral 50%
• Repayment 50%
• Optimal Strategy 50%
• Optimal Control 50%
• Necessary Optimality Conditions 50%
• Stackelberg Equilibrium 50%
• Asymptotic Limit 50%
• Future Evolution 50%
• High Interest Rate 50%
• Non-standard Problems 50%

Mathematics

• Optimal Strategy 100%
• Necessary Condition 100%
• Optimal Control Theory 100%
• Optimality 100%
• Asymptotic Limit 100%

Economics, Econometrics and Finance

• Interest Rate 100%
• Debt Management 100%
• Optimal Control 50%
• Bankruptcy 50%