Optimal dividend problem with a nonlinear regular-singular stochastic control
Year of publication: |
2013
|
---|---|
Authors: | Chen, Mi ; Peng, Xiaofan ; Guo, Junyi |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 52.2013, 3, p. 448-456
|
Subject: | Dividende | Dividend | Stochastischer Prozess | Stochastic process | Kontrolltheorie | Control theory | Mathematische Optimierung | Mathematical programming | Portfolio-Management | Portfolio selection | Dynamische Optimierung | Dynamic programming |
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