De Finetti's control problem with competition

DOI10.1007/s00245-022-09940-6OpenAlexW3169567038MaRDI QIDQ2682355

Erik Ekström, Kristoffer Lindensjö

Publication date: 31 January 2023

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2106.04860

zbMATH Keywords

Nash equilibriumstochastic gameoptimal dividend problemde Finetti's control problemoptimal resource extraction

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Stochastic games, stochastic differential games (91A15) Corporate finance (dividends, real options, etc.) (91G50)

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