Optimal dividends under a drawdown constraint and a curious square-root rule (Q2697497)
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scientific article; zbMATH DE number 7673718
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal dividends under a drawdown constraint and a curious square-root rule |
scientific article; zbMATH DE number 7673718 |
Statements
Optimal dividends under a drawdown constraint and a curious square-root rule (English)
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12 April 2023
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optimal dividends
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viscosity solution
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HJB equation
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optimal control
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