An Optimal Dividend and Investment Control Problem under Debt Constraints (Q2873129): Difference between revisions

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Latest revision as of 20:41, 19 March 2024

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An Optimal Dividend and Investment Control Problem under Debt Constraints
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    An Optimal Dividend and Investment Control Problem under Debt Constraints (English)
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    23 January 2014
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    stochastic control
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    optimal control
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    viscosity solutions
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    switching control
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