Stochastic optimal control of investment and dividend payment model under debt control with time-inconsistency

DOI10.1155/2018/7928953zbMath1427.91266OpenAlexW2849598794WikidataQ129490114 ScholiaQ129490114MaRDI QIDQ1721442

Dan Zhu, Chuan-Cun Yin

Publication date: 8 February 2019

Published in: Mathematical Problems in Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2018/7928953

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Portfolio theory (91G10) Actuarial mathematics (91G05)

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Cites Work

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