Optimal Dividend Distribution Under Drawdown and Ratcheting Constraints on Dividend Rates (Q4971973)
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scientific article; zbMATH DE number 7135130
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Dividend Distribution Under Drawdown and Ratcheting Constraints on Dividend Rates |
scientific article; zbMATH DE number 7135130 |
Statements
Optimal Dividend Distribution Under Drawdown and Ratcheting Constraints on Dividend Rates (English)
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22 November 2019
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optimal dividend
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drawdown constraint
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ratcheting
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stochastic control
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optimal control
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variational inequality
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free-boundary problem
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