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A PONTRYAGHIN MAXIMUM PRINCIPLE APPROACH FOR THE OPTIMIZATION OF DIVIDENDS/CONSUMPTION OF SPECTRALLY NEGATIVE MARKOV PROCESSES, UNTIL A GENERALIZED DRAW-DOWN TIME

Florin Avram 1 Dan Goreac 2
2 PS
LAMA - Laboratoire d'Analyse et de Mathématiques Appliquées
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https://hal-upec-upem.archives-ouvertes.fr/hal-01961105
Contributor : Dan Goreac <>
Submitted on : Wednesday, December 19, 2018 - 5:00:43 PM
Last modification on : Thursday, March 19, 2020 - 12:26:03 PM

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  • HAL Id : hal-01961105, version 1
  • ARXIV : 1812.08438

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Florin Avram, Dan Goreac. A PONTRYAGHIN MAXIMUM PRINCIPLE APPROACH FOR THE OPTIMIZATION OF DIVIDENDS/CONSUMPTION OF SPECTRALLY NEGATIVE MARKOV PROCESSES, UNTIL A GENERALIZED DRAW-DOWN TIME. 2018. ⟨hal-01961105v1⟩

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