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UID:20260605T042000EDT-35970OpavT@132.216.98.100
DTSTAMP:20260605T082000Z
DESCRIPTION:Title: On an optimal control problem with a concave bound\n\n 
 \n\nAbstract:  We study a version of De Finetti’s optimal dividend problem
  driven by a diffusion\, where the control strategies are assumed to be ab
 solutely continuous strategies which are bounded above by an increasing\, 
 concave function.\n\nWe provide sufficient conditions to show that an opti
 mal strategy exists and lies within the set of generalized refraction stra
 tegies. In addition\, we are able to characterize the optimal refraction t
 hreshold in our setting.\n\nThis is ongoing joint work with Hélène Guérin\
 , Jean-François Renaud and Alexandre Roch.\n\nZoom link: https://mcgill.zo
 om.us/j/88913958273?pwd=cDBIWGF3bmZSUmRzMFdLNGR3V2FXUT09\n
DTSTART:20240215T163000Z
DTEND:20240215T173000Z
LOCATION:Room 920\, Burnside Hall\, CA\, QC\, Montreal\, H3A 0B9\, 805 rue 
 Sherbrooke Ouest
SUMMARY:Dante Mata Lopez (UQAM)
URL:https://www.mcgill.ca/mathstat/channels/event/dante-mata-lopez-uqam-355
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