Dividend maximization in a hidden Markov switching model (Q293597): Difference between revisions
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Revision as of 23:57, 4 March 2024
scientific article
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English | 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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