Numerical solutions of optimal risk control and dividend...

Numerical solutions of optimal risk control and dividend optimization policies under a generalized singular control formulation

Zhuo Jin, G. Yin, Chao Zhu
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Volume:
48
Year:
2012
Language:
english
Pages:
1
DOI:
10.1016/j.automatica.2012.05.039
File:
PDF, 760 KB
english, 2012
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