Reinforcement Learning for Dividend Optimization in Partially Observed Regime-Switching Diffusion Model

MaRDI QIDQ7214977arXivFDO

Authors Zhongqin Gao, Yan Lv, Jing-Min He

Publication date 2026

Published in arXiv

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Optimal stochastic control (93E20)

arXiv classification

math.OC

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