A multidimensional problem of optimal dividends with irreversible switching: a convergent numerical scheme (Q2041014)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A multidimensional problem of optimal dividends with irreversible switching: a convergent numerical scheme |
scientific article |
Statements
A multidimensional problem of optimal dividends with irreversible switching: a convergent numerical scheme (English)
0 references
15 July 2021
0 references
mixed singular/switching control problem
0 references
multidimensional compound Poisson process
0 references
optimal dividends
0 references
optimal switching
0 references
Hamilton-Jacobi-Bellman equation
0 references
viscosity solutions
0 references
convergence of numerical scheme
0 references
0 references
0 references
0 references
0 references
