On the Optimal Dividend Strategy in a Regime-Switching Diffusion Model (Q3167343): Difference between revisions

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+Optimal dividend-payout in random discrete time
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+The optimal dividend barrier in the gamma-omega model
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+Markov decision processes with applications to finance.
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+Optimal dividend distribution under Markov regime switching
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+Introductory lectures on fluctuations of Lévy processes with applications.
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+Classical and singular stochastic control for the optimal dividend policy when there is regime switching
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+Some control problems with random intervention times
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+Optimal Threshold Dividend Strategies under the Compound Poisson Model with Regime Switching
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+Publication:3167343