Optimal singular dividend problem under the Sparre Andersen model (Q2302759)
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scientific article
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| English | Optimal singular dividend problem under the Sparre Andersen model |
scientific article |
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Optimal singular dividend problem under the Sparre Andersen model (English)
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26 February 2020
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singular control
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optimal dividend
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Hamilton-Jacobi-Bellman equation
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constrained viscosity solution
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viscosity supersolution
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viscosity subsolution
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0.8961197137832642
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0.8623021245002747
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0.8299238681793213
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0.8196046352386475
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0.8132404685020447
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