E. Boguslavskaya, On Optimization of dividend flow for a company in a presence of liquidation value

K. Brekke and B. Oksendal, Optimal Switching in an Economic Activity under Uncertainty, SIAM Journal on Control and Optimization, vol.32, issue.4, pp.1021-1036, 1994.
DOI : 10.1137/S0363012992229835

T. Choulli, M. Taksar, and X. Y. Zhou, A Diffusion Model for Optimal Dividend Distribution for a Company with Constraints on Risk Control, SIAM Journal on Control and Optimization, vol.41, issue.6, pp.1946-1979, 2003.
DOI : 10.1137/S0363012900382667

M. Crandall, H. Ishii, and P. L. Lions, user's guide to viscosity solutions\\ of second order\\ partial differential equations, Bulletin of the American Mathematical Society, vol.27, issue.1, pp.1-67, 1992.
DOI : 10.1090/S0273-0979-1992-00266-5

J. P. Décamps and S. Villeneuve, Optimal dividend policy and growth option, Finance and Stochastics, vol.20, issue.1, 2005.
DOI : 10.1007/s00780-006-0027-z

M. H. Davis and M. Zervos, A Problem of Singular Stochastic Control with Discretionary Stopping, The Annals of Applied Probability, vol.4, issue.1, pp.226-240, 1994.
DOI : 10.1214/aoap/1177005209

A. Dixit and R. Pindick, Investment under uncertainty, 1994.

K. Duckworth and M. Zervos, A Model for Investment Decisions with Switching Costs, The Annals of Applied Probability, vol.11, issue.1, pp.239-250, 2001.
DOI : 10.1214/aoap/998926992

X. Guo and H. Pham, Optimal partially reversible investment with entry decision and general production function, Stochastic Processes and their Applications, pp.705-736, 2005.
DOI : 10.1016/j.spa.2004.12.002

URL : https://hal.archives-ouvertes.fr/hal-00101851

M. Jeanblanc and A. Shiryaev, Optimization of the flow of dividends, Russian Mathematical Surveys, vol.50, issue.2, pp.257-277, 1995.
DOI : 10.1070/RM1995v050n02ABEH002054

I. Karatzas, D. Ocone, H. Wang, and M. Zervos, Finite-Fuel Singular Control With Discretionary Stopping, Stochastics and Stochastic Reports, vol.4, issue.1-2, pp.711-50, 2000.
DOI : 10.1080/17442500008834257

L. Vath, V. , and H. Pham, Explicit solution to an optimal switching problem in the two-regime case, 1000.
URL : https://hal.archives-ouvertes.fr/hal-00270392

H. Pham, On the Smooth-Fit Property for One-Dimensional Optimal Switching Problem, Séminaire de Probabilités, 2005.
DOI : 10.1007/978-3-540-71189-6_8

URL : https://hal.archives-ouvertes.fr/hal-00168849

R. Radner and L. Shepp, Risk vs. profit potential: A model for corporate strategy, Journal of Economic Dynamics and Control, vol.20, issue.8, pp.1373-1393, 1996.
DOI : 10.1016/0165-1889(95)00904-3

S. Shreve, J. P. Lehoczky, and D. Gaver, Optimal Consumption for General Diffusions with Absorbing and Reflecting Barriers, SIAM Journal on Control and Optimization, vol.22, issue.1, pp.55-75, 1984.
DOI : 10.1137/0322005

S. Villeneuve, On the threshold strategies and smooth-fit principle for optimal stopping problems, 2005.
URL : https://hal.archives-ouvertes.fr/hal-00173165

M. Zervos, A Problem of Sequential Entry and Exit Decisions Combined with Discretionary Stopping, SIAM Journal on Control and Optimization, vol.42, issue.2, pp.397-421, 2003.
DOI : 10.1137/S036301290038111X