A numerical approach to optimal dividend policies with capital injections and transaction costs (Q523786)
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scientific article; zbMATH DE number 6707218
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| English | A numerical approach to optimal dividend policies with capital injections and transaction costs |
scientific article; zbMATH DE number 6707218 |
Statements
A numerical approach to optimal dividend policies with capital injections and transaction costs (English)
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21 April 2017
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control
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singular control
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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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0.8937453031539917
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0.8542222380638123
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0.8444076776504517
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0.8364163041114807
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