On the Optimal Dividend Strategy in a Regime-Switching Diffusion Model (Q3167343)
From MaRDI portal
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)
0 references
2 November 2012
0 references
dividend strategy
0 references
regime switching
0 references
HJB equation
0 references
Markov decision process
0 references
