Optimal Dividend Strategies of Two Collaborating Businesses in the Diffusion Approximation Model

DOI10.1287/moor.2017.0860zbMath1435.91151OpenAlexW3124952859MaRDI QIDQ5219547

Mogens Steffensen, Harry Zheng, Jia-Wen Gu

Publication date: 12 March 2020

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

Full work available at URL: http://hdl.handle.net/10044/1/63616

zbMATH Keywords

stochastic controldiffusion modelcollaborating businessesoptimal dividends strategy

Mathematics Subject Classification ID

Management decision making, including multiple objectives (90B50) Applications of stochastic analysis (to PDEs, etc.) (60H30) Actuarial mathematics (91G05)

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