An Optimal Dividend and Investment Control Problem under Debt Constraints (Q2873129)
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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)
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23 January 2014
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stochastic control
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optimal control
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viscosity solutions
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switching control
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