Browsing NHH Brage by Subject "Optimal harvesting"
Now showing items 1-1 of 1
-
Optimal multi-dimensional stochastic harvesting with density-dependent prices
(Journal article; Peer reviewed, 2016)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 capitaldependent utilities. The result is applied to ...