A Stochastic Control Problem with Linearly Bounded Control Rates in a Brownian Model (Q3382775)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Stochastic Control Problem with Linearly Bounded Control Rates in a Brownian Model |
scientific article |
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A Stochastic Control Problem with Linearly Bounded Control Rates in a Brownian Model (English)
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22 September 2021
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stochastic control
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linear strategies
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dividend payments
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Brownian motion
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Ornstein-Uhlenbeck process
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