Moment-constrained optimal dividends: precommitment and consistent planning (Q5084790)

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scientific article; zbMATH DE number 7549537
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    Moment-constrained optimal dividends: precommitment and consistent planning
    scientific article; zbMATH DE number 7549537

      Statements

      Moment-constrained optimal dividends: precommitment and consistent planning (English)
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      28 June 2022
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      constrained stochastic control
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      stochastic impulse control
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      Strotz's consistent planning
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      subgame-perfect Nash equilibrium
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      time-inconsistency
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