| dc.date.accessioned | 2013-03-12T08:18:56Z | |
| dc.date.available | 2013-03-12T08:18:56Z | |
| dc.date.issued | 2001 | en_US |
| dc.date.submitted | 2010-02-19 | en_US |
| dc.identifier.uri | http://hdl.handle.net/10852/10689 | |
| dc.description.abstract | We give a short introduction to some of the theory and methods involved in We prove a verification theorem for a class of singular control problems which model optimal harvesting with density-dependent prices or optimal dividend policy with capital-dependent utilities. The result is applied to solve explicitly some examples of such optimal harvesting/optimal dividend problems. | eng |
| dc.language.iso | eng | en_US |
| dc.publisher | Matematisk Institutt, Universitetet i Oslo | |
| dc.relation.ispartof | Preprint series. Pure mathematics http://urn.nb.no/URN:NBN:no-8076 | en_US |
| dc.relation.uri | | |
| dc.rights | © The Author(s) (2001). This material is protected by copyright law. Without explicit authorisation, reproduction is only allowed in so far as it is permitted by law or by agreement with a collecting society. | |
| dc.title | Optimal Multi-Dimensional Stochastic Harvesting with Density-dependent Prices. | en_US |
| dc.type | Research report | en_US |
| dc.date.updated | 2010-02-19 | en_US |
| dc.rights.holder | Copyright 2001 The Author(s) | |
| dc.creator.author | Alvarez, Luis H.R. | en_US |
| dc.creator.author | Lungu, Edward | en_US |
| dc.creator.author | Øksendal, Bernt | en_US |
| dc.subject.nsi | VDP::410 | en_US |
| dc.identifier.urn | URN:NBN:no-24277 | en_US |
| dc.type.document | Forskningsrapport | en_US |
| dc.identifier.duo | 99376 | en_US |
| dc.identifier.fulltext | Fulltext https://www.duo.uio.no/bitstream/handle/10852/10689/1/pm02-01.pdf | |