On the Optimal Dividend Strategy in a Regime-Switching Diffusion Model (Q3167343): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Optimal Dividend Strategy in a Regime-Switching Diffusion Model |
scientific article |
Statements
On the Optimal Dividend Strategy in a Regime-Switching Diffusion Model (English)
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2 November 2012
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dividend strategy
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regime switching
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HJB equation
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Markov decision process
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