"De Finetti's control problem with a concave bound on the control rate."

Félix Locas, Jean-François Renaud (2024)

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DOI: 10.1017/JPR.2023.87

access: open

type: Journal Article

metadata version: 2024-12-09

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Félix Locas, Jean-François Renaud:
De Finetti's control problem with a concave bound on the control rate. J. Appl. Probab. 61(3): 834-850 (2024)

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