Optimal control of a big financial company with debt liability under bankrupt probability constraints (Q1946948): Difference between revisions

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Latest revision as of 09:10, 6 July 2024

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Optimal control of a big financial company with debt liability under bankrupt probability constraints
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    Optimal control of a big financial company with debt liability under bankrupt probability constraints (English)
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    10 April 2013
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    regular-singular stochastic optimal control
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    stochastic differential equations with reflection
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    debt liability
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    bankrupt probability constraints
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    optimal dividend barrier
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    dividend payout process
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