Optimal dividends under a drawdown constraint and a curious square-root rule (Q2697497): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 11:58, 3 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal dividends under a drawdown constraint and a curious square-root rule |
scientific article |
Statements
Optimal dividends under a drawdown constraint and a curious square-root rule (English)
0 references
12 April 2023
0 references
optimal dividends
0 references
viscosity solution
0 references
HJB equation
0 references
optimal control
0 references
