Optimal dividend distribution under Markov regime switching (Q1761453)

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Optimal dividend distribution under Markov regime switching
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    title
    Optimal dividend distribution under Markov regime switching (English)
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    author
    Zhengjun Jiang
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    Martijn R. Pistorius
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    publication date
    15 November 2012
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    Mathematics Subject Classification ID
    93E20
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    91B70
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    60H30
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    zbMATH DE Number
    6106815
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    zbMATH Keywords
    optimal dividend distribution
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    regime switching
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    stochastic control
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