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Conjecture on twice continuous differentiability of the debt value function
Let $v$ be the value function of the debt-smoothing problem in the simplified stochastic-control model. Twice differentiability conjecture. The value function $v$ is twice continuo…
Conjectureopenhamilton-jacobi-bellman public-debt stochastic-controlarXiv posted 2 days ago

Conjecture on twice continuous differentiability of the debt value function