Optimal dividends under a drawdown constraint and a curious square-root rule (Q2697497)
From MaRDI portal
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
