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The dividend problem with a finite horizon - MaRDI portal

The dividend problem with a finite horizon (Q1704142)

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The dividend problem with a finite horizon
scientific article

    Statements

    title
    The dividend problem with a finite horizon (English)
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    author
    Tiziano De Angelis
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    Erik Ekström
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    publication date
    8 March 2018
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    zbMATH Keywords
    dividend problem
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    singular control
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    optimal stopping
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    cites work
    Q4002114
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    Q4368791
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    Q3582787
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    Q4226355
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    Identifiers

    DOI
    10.1214/17-AAP1286
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    Mathematics Subject Classification ID
    60J70
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    60G40
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    91B30
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    91G80
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    93E20
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    zbMATH DE Number
    6848272
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    Wikidata QID
    Q59886122
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    arXiv ID
    1609.01655
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    OpenAlex ID
    W2964349992
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