A numerical approach to optimal dividend policies with capital injections and transaction costs (Q523786): Difference between revisions
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| Property / Mathematics Subject Classification ID: 91G60 / rank | |||
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| Property / Mathematics Subject Classification ID: 65C30 / rank | |||
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| Property / Mathematics Subject Classification ID: 60H35 / rank | |||
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| Property / Mathematics Subject Classification ID: 65C05 / rank | |||
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| Property / Mathematics Subject Classification ID: 91B30 / rank | |||
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| Property / Mathematics Subject Classification ID: 93E20 / rank | |||
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| Property / zbMATH DE Number: 6707218 / rank | |||
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control | |||
| Property / zbMATH Keywords: control / rank | |||
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singular control | |||
| Property / zbMATH Keywords: singular control / rank | |||
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dividend policy | |||
| Property / zbMATH Keywords: dividend policy / rank | |||
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capital injection | |||
| Property / zbMATH Keywords: capital injection / rank | |||
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free boundary | |||
| Property / zbMATH Keywords: free boundary / rank | |||
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Markov chain approximation | |||
| Property / zbMATH Keywords: Markov chain approximation / rank | |||
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Revision as of 06:04, 1 July 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A numerical approach to optimal dividend policies with capital injections and transaction costs |
scientific article |
Statements
A numerical approach to optimal dividend policies with capital injections and transaction costs (English)
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21 April 2017
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control
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singular control
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dividend policy
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capital injection
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free boundary
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Markov chain approximation
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