Optimal Dividend Distribution Under Drawdown and Ratcheting Constraints on Dividend Rates.
Bahman AngoshtariErhan BayraktarVirginia R. YoungPublished in: SIAM J. Financial Math. (2019)
Keyphrases
- reducing the search space
- optimal solution
- spatial distribution
- optimal design
- probability distribution
- optimal control
- exhaustive search
- asymptotically optimal
- neural network
- computational complexity
- semi supervised
- constraint programming
- constrained optimization
- linear constraints
- decision variables
- optimality criteria