An Optimal Dividend Problem with Capital Injections over a Finite Horizon (Q5232239)
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scientific article; zbMATH DE number 7100198
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An Optimal Dividend Problem with Capital Injections over a Finite Horizon |
scientific article; zbMATH DE number 7100198 |
Statements
An Optimal Dividend Problem with Capital Injections over a Finite Horizon (English)
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30 August 2019
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optimal dividend problem
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capital injections
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singular stochastic control
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optimal stopping
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free boundary
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