Optimal dividend payments until ruin of diffusion processes when payments are subject to both fixed and proportional costs

By Jostein Paulsen. Advances in Applied Probability, 2007

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An optimal dividends problem with transaction costs for spectrally negative Lévy processes (2009, unknown): “Paulsen [22] considered the case when X is modeled by a diffusion process and showed that under certain conditions a (c1; c2) policy is optimal.”
Brownian Inventory Models with Convex Holding Cost, Part 1: Average-Optimal Controls (2013, background): “In [1, 14, 57], the authors studied singular control problems when the driving process is a general diffusion process, and in [6, 37, 50, 67], the authors studied impulse control problems when the driving processes are general diffusion processes.”