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
    0 references
    0 references
    0 references
    0 references
    0 references
    dividend maximization
    0 references
    hidden Markov model
    0 references
    filtering theory
    0 references
    stochastic optimal control
    0 references
    viscosity solutions
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references