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Unsolved Problems in Mathematical Systems and Control Theory by Vincent D. Blondel, Alexandre Megretski

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Problem 3.5

Optimal transaction costs from a

Stackelberg perspective

Geert Jan Olsder

Faculty of Information Technology and Systems

Delft University of Technology

P.O. Box 5031, 2600 GA Delft

The Netherlands

g.j.olsder@its.tudelft.nl

1 DESCRIPTION OF THE PROBLEM

-1743746635

16016

2 MOTIVATION AND HISTORY OF THE PROBLEM

16040

3 AVAILABLE RESULTS AND BACKGROUND

Problems with transaction costs have been studied before, see e.g., [1, 3, 4], but never from the point of view ...

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