De Finetti's control problem with a concave bound on the control rate (Q6617598)
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scientific article; zbMATH DE number 7925095
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | De Finetti's control problem with a concave bound on the control rate |
scientific article; zbMATH DE number 7925095 |
Statements
De Finetti's control problem with a concave bound on the control rate (English)
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11 October 2024
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stochastic control
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absolutely continuous strategies
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dividend payments
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diffusion model
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Brownian motion
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nonlinear Ornstein-Uhlenbeck process
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