Optimal dividend payout with path-dependent drawdown constraint

被引：0
|
作者：
Guan, Chonghu [1 ]
Fan, Jiacheng [2 ]
Xu, Zuo Quan [2 ]
机构：
[1] School of Mathematics, Jiaying University, Guangdong, Meizhou,514015, China
[2] Department of Applied Mathematics, The Hong Kong Polytechnic University, Kowloon, Hong Kong
来源：
arXiv | 2023年
关键词：
Compendex;
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摘要：
Stochastic systems
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