6 citations · 10 across the 14 of their papers we have counts for
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math.OC2026
Equilibrium Singular Dividend Control with Regime Switching and Bankruptcy under Non-Exponential Discounting
Xiaochen Chen, Guohui Guan, Zongxia Liang +1
This paper studies an infinite-horizon equilibrium dividend problem for a firm whose surplus follows a diffusion with observable Markov regime switching and is absorbed at bankrupt…
math.OC2026
Equilibrium singular dividend control under ambiguity aggregation of heterogeneous discount rates
Yue Cao, Guohui Guan, Zongxia Liang +1
This paper studies a singular dividend control problem for a firm with heterogeneous shareholders whose discount rates follow a given distribution. The central planner aggregates e…
math.OC2026
Time-Inconsistent Singular Control Problems with a Running Minimum Process
Rui Dai, Guohui Guan, Zongxia Liang +1
This paper develops a time-inconsistent and path-dependent singular control framework incorporating a running minimum process. We derive a verification theorem that characterizes e…