A PONTRYAGHIN MAXIMUM PRINCIPLE APPROACH FOR THE OPTIMIZATION OF DIVIDENDS/CONSUMPTION OF SPECTRALLY NEGATIVE MARKOV PROCESSES, UNTIL A GENERALIZED DRAW-DOWN TIME
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 : Friday, January 15, 2021 - 9:23:16 AM
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⟩