On the optimal dividend strategy in a regime-switching diffusion model (Q3167343)
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scientific article; zbMATH DE number 6101469
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| English | On the optimal dividend strategy in a regime-switching diffusion model |
scientific article; zbMATH DE number 6101469 |
Statements
On the Optimal Dividend Strategy in a Regime-Switching Diffusion Model (English)
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2 November 2012
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dividend strategy
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regime switching
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HJB equation
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Markov decision process
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0.899756908416748
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0.892911970615387
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0.8802967071533203
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0.8713952898979187
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