3 citations · 3 across the 3 of their papers we have counts for
4 papers
Outrunning the Omega Clock: A Singular Control Problem for Dividend Optimisation with Ruin and Time-in-Distress Default
Andi Bodnariu, Nils Engler, Neofytos Rodosthenous
This paper extends the classical dividend problem by incorporating a novel, path-dependent mechanism of firm default. In the traditional framework, ruin occurs when the surplus pro…
Time-inconsistent singular control problems: Reflection and Absolutely continuous controls with exploding rates
Andi Bodnariu, Kristoffer Lindensjö, Neofytos Rodosthenous
We study a time-inconsistent singular stochastic control problem for a general one-dimensional diffusion, where time-inconsistency arises from a non-exponential discount function.…
A controller-stopper-game with hidden controller type
Andi Bodnariu, Kristoffer Lindensjö
We consider a continuous time stochastic dynamic game between a stopper (Player , the \textit{owner} of an asset yielding an income) and a controller (Player , the \textit{ma…
Local time pushed mixed stopping and smooth fit for time-inconsistent stopping problems
Andi Bodnariu, Sören Christensen, Kristoffer Lindensjö
We consider the game-theoretic approach to time-inconsistent stopping of a one-dimensional diffusion where the time-inconsistency is due to the presence of a non-exponential (weigh…