A Stochastic Control Problem with Linearly Bounded Control Rates in a Brownian Model
نویسندگان
چکیده
Related DatabasesWeb of Science You must be logged in with an active subscription to view this.Article DataHistorySubmitted: 15 July 2020Accepted: 31 May 2021Published online: 02 September 2021Keywordsstochastic control, linear strategies, dividend payments, Brownian motion, Ornstein--Uhlenbeck processAMS Subject Headings93E20, 60J60Publication DataISSN (print): 0363-0129ISSN (online): 1095-7138Publisher: Society for Industrial and Applied MathematicsCODEN: sjcodc
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ژورنال
عنوان ژورنال: Siam Journal on Control and Optimization
سال: 2021
ISSN: ['0363-0129', '1095-7138']
DOI: https://doi.org/10.1137/20m135296x