Optimal dividend strategies in the diffusion model with stochastic return on investments

DOI10.1007/s11424-010-8077-xzbMath1231.91247OpenAlexW2014270246MaRDI QIDQ545419

Wei Wang, Chun-sheng Zhang

Publication date: 22 June 2011

Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11424-010-8077-x

zbMATH Keywords

HJB equationdiffusion modelbarrier strategythreshold strategydividend

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Corporate finance (dividends, real options, etc.) (91G50)

Cites Work

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• Some solvable stochastic control problemst^†
• Optimal Investment Policies for a Firm With a Random Risk Process: Exponential Utility and Minimizing the Probability of Ruin
• Games of Economic Survival with Discrete- and Continuous-Income Processes
• Optimal Dividends

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