A Diffusion Model for Optimal Dividend Distribution for a Company with Constraints on Risk Control (Q4442970): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1137/s0363012900382667 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2077092908 / rank | |||
Normal rank | |||
Latest revision as of 09:26, 30 July 2024
scientific article; zbMATH DE number 2024249
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Diffusion Model for Optimal Dividend Distribution for a Company with Constraints on Risk Control |
scientific article; zbMATH DE number 2024249 |
Statements
A Diffusion Model for Optimal Dividend Distribution for a Company with Constraints on Risk Control (English)
0 references
8 January 2004
0 references
optimal stochastic control
0 references
Hamilton-Jacobi-Bellman equation
0 references
optimal return function
0 references
liability
0 references
optimal policies
0 references
viscosity solution
0 references
Skorohod problem
0 references
