BEGIN:VCALENDAR VERSION:2.0 PRODID:-//132.216.98.100//NONSGML kigkonsult.se iCalcreator 2.20.4// BEGIN:VEVENT UID:20250718T212753EDT-73605JekLR@132.216.98.100 DTSTAMP:20250719T012753Z DESCRIPTION:Title: On an optimal control problem with a concave bound\n\n  \n\nAbstract: We study a version of De Finetti’s optimal dividend problem driven by a diffusion\, where the control strategies are assumed to be ab solutely continuous strategies which are bounded above by an increasing\, concave function.\n\nWe provide sufficient conditions to show that an opti mal strategy exists and lies within the set of generalized refraction stra tegies. In addition\, we are able to characterize the optimal refraction t hreshold in our setting.\n\nThis is ongoing joint work with Hélène Guérin\ , Jean-François Renaud and Alexandre Roch.\n\nZoom link: https://mcgill.zo om.us/j/88913958273?pwd=cDBIWGF3bmZSUmRzMFdLNGR3V2FXUT09\n DTSTART:20240215T163000Z DTEND:20240215T173000Z LOCATION:Room 920\, Burnside Hall\, CA\, QC\, Montreal\, H3A 0B9\, 805 rue Sherbrooke Ouest SUMMARY:Dante Mata Lopez (UQAM) URL:/mathstat/channels/event/dante-mata-lopez-uqam-355 376 END:VEVENT END:VCALENDAR