Some risk management problems for firms with internal competition and debt
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Publication:3147416
DOI10.1239/jap/1019737987zbMath1018.93031OpenAlexW2037677347MaRDI QIDQ3147416
Publication date: 26 August 2003
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1239/jap/1019737987
nonlinear controlHamilton-Jacobi equationstochastic controlsingular controlrisk managementresource and cost allocationinternal competitiondividend optimization
Management decision making, including multiple objectives (90B50) Production theory, theory of the firm (91B38) Optimal stochastic control (93E20) Resource and cost allocation (including fair division, apportionment, etc.) (91B32)
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