Numerical methods for optimal dividend payment and investment strategies of regime-switching jump diffusion models with capital injections (Q2628665)
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scientific article; zbMATH DE number 6725518
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| English | Numerical methods for optimal dividend payment and investment strategies of regime-switching jump diffusion models with capital injections |
scientific article; zbMATH DE number 6725518 |
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Numerical methods for optimal dividend payment and investment strategies of regime-switching jump diffusion models with capital injections (English)
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2 June 2017
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stochastic control
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singular control
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investment strategy
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dividend policy
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capital injection
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free boundary
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Markov chain approximation
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0.9384959936141968
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0.9103737473487854
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0.8937453031539917
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0.8302456736564636
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