Risk-sensitive dividend problems (Q726241)

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Risk-sensitive dividend problems
scientific article

    Statements

    title
    Risk-sensitive dividend problems (English)
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    author
    Nicole Bäuerle
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    publication date
    8 July 2016
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    zbMATH Keywords
    Markov decision process
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    dividend payout
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    risk aversion
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    history-dependent policy
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    fixed point problem
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    Identifiers

    Mathematics Subject Classification ID
    91B30
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    60J05
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    90C40
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    91B16
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    91G80
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    zbMATH DE Number
    6602335
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