A Markov decision problem in a risk model with interest...

Science China Mathematics 2016 / 1 Vol. 59; Iss. 1

A Markov decision problem in a risk model with interest rate and Markovian environment

Tan, JiYang, Yang, XiangQun, Li, ZiQiang, Cheng, YangJin
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Volume:
59
Language:
english
Journal:
Science China Mathematics
DOI:
10.1007/s11425-015-5048-7
Date:
January, 2016
File:
PDF, 849 KB
english, 2016
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