Optimal dividend distribution under Markov regime switching

DOI10.1007/s00780-012-0174-3zbMath1252.93135arXiv0812.4978MaRDI QIDQ1761453

Zhengjun Jiang, Martijn R. Pistorius

Publication date: 15 November 2012

Published in: Finance and Stochastics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0812.4978

zbMATH Keywords

stochastic control; regime switching; optimal dividend distribution

Mathematics Subject Classification ID

91B70: Stochastic models in economics

93E20: Optimal stochastic control

60H30: Applications of stochastic analysis (to PDEs, etc.)

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