Optimal Ratcheting of Dividends in a Brownian Risk Model (Q5092725)
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scientific article; zbMATH DE number 7562469
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Ratcheting of Dividends in a Brownian Risk Model |
scientific article; zbMATH DE number 7562469 |
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Optimal Ratcheting of Dividends in a Brownian Risk Model (English)
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22 July 2022
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optimal dividends
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viscosity solution
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HJB equation
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ratcheting
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optimal control
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