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Optimal withdrawals in a general diffusion model with control rates subject to a state-dependent upper bound

Fuente: arXiv

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Détails bibliographiques
Auteurs principaux:	Guérin, Hélène, Mata, Dante, Renaud, Jean-François, Roch, Alexandre
Format:	Preprint
Publié:	2024
Sujets:	Probability Optimization and Control 93E20, 60J60, 60J70
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

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