Discrete Dividend Payments in Continuous Time

DOI10.1287/moor.2020.1081zbMath1471.91106arXiv1805.05077OpenAlexW3146937016MaRDI QIDQ4958548

Jussi Keppo, Unnamed Author, Halil Mete Soner

Publication date: 14 September 2021

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1805.05077

zbMATH Keywords

impulse controlcapital structureoptimal dividendsequity issuancePDE regularity

Mathematics Subject Classification ID

Decision theory (91B06) Dynamic programming in optimal control and differential games (49L20) Microeconomic theory (price theory and economic markets) (91B24) Dynamic programming (90C39) Impulsive optimal control problems (49N25)

Cites Work

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• Stochastic optimal control. The discrete time case
• Optimal dividend policy with random interest rates
• On a mean reverting dividend strategy with Brownian motion
• ON THE INTERFACE BETWEEN OPTIMAL PERIODIC AND CONTINUOUS DIVIDEND STRATEGIES IN THE PRESENCE OF TRANSACTION COSTS
• Risk Theory with Affine Dividend Payment Strategies
• Optimization of the flow of dividends
• Optimal dividend policies with random profitability
• Optimal Dividends
• Resultados de optimalidad para problemas de dividendos en seguros;Optimality results for dividend problems in insurance

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