A dividend optimization problem with constraint of survival probability in a Markovian environment model (Q5078564)
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scientific article; zbMATH DE number 7530998
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A dividend optimization problem with constraint of survival probability in a Markovian environment model |
scientific article; zbMATH DE number 7530998 |
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A dividend optimization problem with constraint of survival probability in a Markovian environment model (English)
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23 May 2022
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optimal control strategy
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periodic dividends
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survival probability
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non-linear operator
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