A pontryaghin maximum principle approach for the optimization of dividends/consumption of spectrally negative markov processes, until a generalized draw-down time (Q5242231)
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scientific article; zbMATH DE number 7127022
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A pontryaghin maximum principle approach for the optimization of dividends/consumption of spectrally negative markov processes, until a generalized draw-down time |
scientific article; zbMATH DE number 7127022 |
Statements
A pontryaghin maximum principle approach for the optimization of dividends/consumption of spectrally negative markov processes, until a generalized draw-down time (English)
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6 November 2019
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first passage
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draw-down process
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spectrally negative process
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scale functions
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dividends
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dividends barrier optimization
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de Finetti
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optimal harvesting
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variational problem
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