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Approximation of optimal ergodic dividend strategies using controlled Markov chains
by
Jin, Zhuo
,
Yang, Hailiang
,
Yin, George
Published in
IET control theory & applications
(06.11.2018)
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Numerical solutions of optimal risk control and dividend optimization policies under a generalized singular control formulation
by
Jin, Zhuo
,
Yin, G.
,
Zhu, Chao
Published in
Automatica (Oxford)
(01.08.2012)
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Numerical Solutions of Optimal Risk Control and Dividend Optimization Policies under A Generalized Singular Control Formulation
by
Jin, Zhuo
,
Yin, George
,
Zhu, Chao
Year of Publication
10.11.2011
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Numerical Solutions of Optimal Risk Control and Dividend Optimization Policies under A Generalized Singular Control Formulation
by
Jin, Zhuo
,
Yin, George
,
Zhu, Chao
Published in
arXiv.org
(10.11.2011)
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Numerical Solutions of Optimal Risk Control and Dividend Optimization Policies under A Generalized Singular Control Formulation
by
Jin, Zhuo
,
Yin, George
,
Zhu, Chao
Published in
IDEAS Working Paper Series from RePEc
(01.01.2011)
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