Optimal control of the risk process in a regime-switching environment (Q642895): Difference between revisions

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Latest revision as of 13:52, 4 July 2024

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Optimal control of the risk process in a regime-switching environment
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    Optimal control of the risk process in a regime-switching environment (English)
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    27 October 2011
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    regime-switching diffusion
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    continuity of the value function
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    exit time control
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    viscosity solution
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