Dynamic stochastic matching problems arise in a variety of recent applications, ranging from ridesharing and online video games to kidney exchange. Such problems are naturally formulated as Markov ...

This paper jointly analyzes the optimal conduct of monetary policy, foreign exchange intervention, fiscal policy, macroprudential policy, and capital flow management. This policy analysis is based on ...

Decision making in stochastic and dynamic environments plays an essential role in many areas, including finance, robotics, game theory, revenue management and social networks. This course aims to gain ...

This document describes the technical needs that have given rise to a Fund’s technical assistance (TA) project for the development of a customized structural micro-founded (DSGE) model in the Ministry ...

Authors Zhimin Zhu Sr., Joyce Lowes, Shawn Ye, Zhiqiang Fan, and Tim Limmer of Brewer Science, Inc. (United States) used Stochastic Area Thickness (SAT) and Dynamic Stochastic Area Thickness (DSAT) to ...