Optimal control of a big financial company with debt liability under bankrupt probability constraints (Q1946948): Difference between revisions
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Revision as of 23:02, 18 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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