4 citations · 5 across the 5 of their papers we have counts for
5 papers · 1 filter
Solutions to a system of first order H-J equations related to a debt management problem
Antonio Marigonda, Khai T. Nguyen
The paper studies a system of first order Hamilton-Jacobi equations with discontinuous coefficients, arising from a model of deterministic optimal debt management in infinite time…
A model of debt with bankruptcy risk and currency devaluation
Rossana Capuani, Steven Gilmore, Khai T. Nguyen
The paper studies a system of Hamilton-Jacobi equations, arising from a stochastic optimal debt management problem in an infinite time horizon with exponential discount, modeled as…
Approximation of Sweeping Processes and Controllability for a Set Valued Evolution
Alberto Bressan, Marco Mazzola, Khai T. Nguyen
We consider a controlled evolution problem for a set , originally motivated by a model where a dog controls a flock of sheep. Necessary conditions and sufficie…
A Debt Management Problem with Currency Devaluation
Antonio Marigonda, Khai T. Nguyen
We consider a model of debt management, where a sovereign state trade some bonds to service the debt with a pool of risk-neutral competitive foreign investors. At each time, the go…
Non-Lipschitz points and the SBV regularity of the minimum time function
Giovanni Colombo, Khai T. Nguyen, Luong V. Nguyen
This paper is devoted to the study of the Hausdorff dimension of the singular set of the minimum time function under controllability conditions which do not imply the Lipschitz…