Optimal Dividend Payments and Reinvestments of Diffusion Processes with Both Fixed and Proportional Costs

DOI10.1137/070691632zbMath1171.49027OpenAlexW2013163585MaRDI QIDQ3399242

Jostein Paulsen

Publication date: 29 September 2009

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/070691632

zbMATH Keywords

impulse controldiffusion modelsbarrier strategyoptimal dividends

Mathematics Subject Classification ID

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