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math.OC2018
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…
math.OC2018
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…