Optimal dividend policy with liability constraint under a hidden Markov regime-switching model

DOI10.3934/jimo.2018132zbMath1438.90187MaRDI QIDQ2315620

Hailiang Yang, Jiaqin Wei, Zhuo Jin

Publication date: 25 July 2019

Published in: Journal of Industrial and Management Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/jimo.2018132

zbMATH Keywords

stochastic control; regime-switching; dividend strategies; liability constraint

Mathematics Subject Classification ID

90B50: Management decision making, including multiple objectives

93E20: Optimal stochastic control

91G80: Financial applications of other theories