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math.OC2026
Resource Extraction from a Stochastic Population with Harvesting Quotas
Erik Ekström, Dante Mata, Harto Saarinen
We study a resource extraction problem of ergodic type, where harvesting quotas are imposed that restrict the harvesting rate by a function of the current biomass. In a setting wit…
math.OC2025
Impulse control in a spectrally negative Lévy model with a level-dependent intensity of bankruptcy
Dante Mata
We consider an optimal dividend problem with transaction costs where the surplus is modelled by a spectrally negative Lévy process in an Omega model. n this model, the surplus is a…