scientific article; zbMATH DE number 6873852

zbMATH Open1399.91103MaRDI QIDQ4642846FDOQ4642846

Authors: Lingyun You, Ziqiang Li, Hanjun Zhang, Jiyang Tan 

Publication date: 25 May 2018

Title of this publication is not available (Why is that?)

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zbMATH Keywords

contraction mappingHJB equationdual modeloptimal dividend strategyperiodic dividend payments

Mathematics Subject Classification ID

Portfolio theory (91G10) Dynamic programming in optimal control and differential games (49L20)

Cited In (3)

• Optimal control strategies for dividend payments and capital injections in compound Markov binomial risk model with penalties for deficits
• Periodic dividend optimization problem under the control of survival probability
• Optimal dividend strategy in compound binomial model with bounded dividend rates

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