Title of article
Optimal financing and dividend control in the dual model
Author/Authors
Dai، نويسنده , , Hongshuai and Liu، نويسنده , , Zaiming، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2011
Pages
8
From page
1921
To page
1928
Abstract
In this paper, we study the optimal financing and dividend control in the dual model. Under some constraints, we firstly construct two categories of suboptimal models and identify the value functions and the optimal policies corresponding to these two categories of suboptimal models. Finally we identify the value function and present an optimal policy corresponding to the general optimal model.
Keywords
Dual model , Optimal dividend control , Hamilton–Jacobi–Bellman equation , Optimal financing control
Journal title
Mathematical and Computer Modelling
Serial Year
2011
Journal title
Mathematical and Computer Modelling
Record number
1597813
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