Optimal financing and dividend control in the dual model |
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| Authors: | Hongshuai Dai Zaiming Liu |
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| Affiliation: | 1. College of Mathematics and Information Sciences, Guangxi University, Nanning, 530004, China;2. Department of Mathematics, Central South University, Changsha, 410075, China |
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| 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. |
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