Dividend maximization in a hidden Markov switching model (Q293597)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dividend maximization in a hidden Markov switching model |
scientific article |
Statements
Dividend maximization in a hidden Markov switching model (English)
0 references
9 June 2016
0 references
dividend maximization
0 references
hidden Markov model
0 references
filtering theory
0 references
stochastic optimal control
0 references
viscosity solutions
0 references
