Optimization of investment-dividend problem in a diffusion model with transaction costs and investment constraints (Q3131126)
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scientific article; zbMATH DE number 6830759
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| English | Optimization of investment-dividend problem in a diffusion model with transaction costs and investment constraints |
scientific article; zbMATH DE number 6830759 |
Statements
29 January 2018
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investment constraints
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transaction costs
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regular-impulse control
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quasi-variational inequalities
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0.8231080174446106
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0.8161997199058533
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0.8119075298309326
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0.8022156953811646
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0.7996753454208374
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