Optimal dividend policy in discrete time

DOI10.2478/dema-2014-0020zbMath1287.93109OpenAlexW2160356170MaRDI QIDQ2450241

Jakub Trybuła, Ewa Marciniak

Publication date: 19 May 2014

Published in: Demonstratio Mathematica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2478/dema-2014-0020

zbMATH Keywords

optimal dividend policystochastic control in discrete time

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Portfolio theory (91G10)

Cites Work

• Unnamed Item
• A selection theorem for optimization problems
• Optimal dividend policy and growth option
• Conditions for optimality in dynamic programming and for the limit of n-stage optimal policies to be optimal
• Optimization of the flow of dividends

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