Optimal stochastic impulse and regular control for capital injections: A hybrid strategy

DOI10.1360/SCM-2017-0030zbMath1499.91161WikidataQ129841424 ScholiaQ129841424MaRDI QIDQ5063955

Ming Zhou, Peng Li, Hui Meng

Publication date: 21 March 2022

Published in: SCIENTIA SINICA Mathematica (Search for Journal in Brave)

zbMATH Keywords

impulse controlcapital injectionshybrid strategyfixed costregular controlproportional cost

Mathematics Subject Classification ID

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

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