On the bail-out optimal dividend problem
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Publication:1626508
DOI10.1007/s10957-018-1340-3zbMath1402.60055arXiv1709.06348MaRDI QIDQ1626508
Publication date: 27 November 2018
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1709.06348
60G51: Processes with independent increments; Lévy processes
49J40: Variational inequalities
93E20: Optimal stochastic control