Optimal Dividend Payments and Reinvestments of Diffusion Processes with Both Fixed and Proportional Costs
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Publication:3399242
DOI10.1137/070691632zbMath1171.49027OpenAlexW2013163585MaRDI QIDQ3399242
Publication date: 29 September 2009
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/070691632
Optimal stochastic control (93E20) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Impulsive optimal control problems (49N25)
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