Numerical methods for optimal dividend payment and investment strategies of regime-switching jump diffusion models with capital injections

DOI10.1016/j.automatica.2013.04.043zbMath1364.93863OpenAlexW2069924416MaRDI QIDQ2628665

Zhuo Jin, Hailiang Yang, G. George Yin

Publication date: 2 June 2017

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10722/198097

zbMATH Keywords

stochastic controlfree boundarysingular controlinvestment strategyMarkov chain approximationdividend policycapital injection

Mathematics Subject Classification ID

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