An Optimal Dividend and Investment Control Problem under Debt Constraints (Q2873129): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 08:53, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | An Optimal Dividend and Investment Control Problem under Debt Constraints |
scientific article |
Statements
An Optimal Dividend and Investment Control Problem under Debt Constraints (English)
0 references
23 January 2014
0 references
stochastic control
0 references
optimal control
0 references
viscosity solutions
0 references
switching control
0 references