Moment-constrained optimal dividends: precommitment and consistent planning (Q5084790)
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scientific article; zbMATH DE number 7549537
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| English | 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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0.7841365933418274
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0.781806230545044
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0.7814453840255737
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0.7791544795036316
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0.7683266401290894
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