Risk-sensitive dividend problems (Q726241)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6602335
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Risk-sensitive dividend problems |
scientific article; zbMATH DE number 6602335 |
Statements
Risk-sensitive dividend problems (English)
0 references
8 July 2016
0 references
Markov decision process
0 references
dividend payout
0 references
risk aversion
0 references
history-dependent policy
0 references
fixed point problem
0 references
0.8711258172988892
0 references
0.8577677607536316
0 references
0.8233351111412048
0 references
0.8198830485343933
0 references
