An optimal dividend and investment control problem under debt constraints
DOI10.1137/120866816zbMATH Open1290.91175OpenAlexW2137698130MaRDI QIDQ2873129FDOQ2873129
Authors: Etienne Chevalier, Vathana Ly Vath, Simone Scotti 
Publication date: 23 January 2014
Published in: SIAM Journal on Financial Mathematics (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/eda61574439978ed5ab00a0f994780723125785b
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Corporate finance (dividends, real options, etc.) (91G50) Viscosity solutions to PDEs (35D40) Stopping times; optimal stopping problems; gambling theory (60G40) Stochastic models in economics (91B70) Optimal stochastic control (93E20)
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