Optimal withdrawals in a diffusion model with state-dependent control rates
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Cites work
- A Calderón couple of down spaces
- A numerical method for SDEs with discontinuous drift
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- On the properties of \(r\)-excessive mappings for a class of diffusions
- Optimal Consumption for General Diffusions with Absorbing and Reflecting Barriers
- Optimal dividend payments until ruin of diffusion processes when payments are subject to both fixed and proportional costs
- Optimal dividend policies with transaction costs for a class of diffusion processes
- Optimal harvesting of stochastically fluctuating populations
- Optimization of the flow of dividends
- Optimizing expected utility of dividend payments for a Brownian risk process and a peculiar nonlinear ODE
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