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De Finetti's control problem with competition - MaRDI portal

De Finetti's control problem with competition

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Publication:6369834

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DOI10.1007/S00245-022-09940-6zbMath1507.91236arXiv2106.04860MaRDI QIDQ6369834

Erik Ekström, Kristoffer Lindensjö

Publication date: 9 June 2021

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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