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Splitting infinity: a de Finetti game with state-dependent profit rates and singular control for diffusions

Fuente: arXiv

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Détails bibliographiques
Auteurs principaux:	Chlebicki, Piotr, Lindensjö, Kristoffer
Format:	Preprint
Publié:	2025
Sujets:	Probability Optimization and Control Primary 91A15, Secondary 91A10, 93E20, 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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