Stochastic control on the half-line and applications to the optimal dividend/consumption problem

Fuente: arXiv

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Bibliographic Details
Main Author:	Zawisza, Dariusz
Format:	Preprint
Published:	2017
Subjects:	Optimization and Control Analysis of PDEs Probability Portfolio Management
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/1703.07339