Giorgio Ferrari, Patrick Schuhmann. An Optimal Dividend Problem with Capital Injections over a Finite Horizon. SIAM J. Control and Optimization, 57(4):2686-2719, 2019. [doi]
@article{FerrariS19,
title = {An Optimal Dividend Problem with Capital Injections over a Finite Horizon},
author = {Giorgio Ferrari and Patrick Schuhmann},
year = {2019},
doi = {10.1137/18M1184588},
url = {https://doi.org/10.1137/18M1184588},
researchr = {https://researchr.org/publication/FerrariS19},
cites = {0},
citedby = {0},
journal = {SIAM J. Control and Optimization},
volume = {57},
number = {4},
pages = {2686-2719},
}