Dividend maximization in a hidden Markov switching model (Q293597): Difference between revisions

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Latest revision as of 02:40, 12 July 2024

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Dividend maximization in a hidden Markov switching model
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    Dividend maximization in a hidden Markov switching model (English)
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    9 June 2016
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    dividend maximization
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    hidden Markov model
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    filtering theory
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    stochastic optimal control
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    viscosity solutions
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