A Markov decision problem in a risk model with interest rate and Markovian environment (Q2629544)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Markov decision problem in a risk model with interest rate and Markovian environment |
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A Markov decision problem in a risk model with interest rate and Markovian environment (English)
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6 July 2016
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risk model
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Markov decision problem
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Markovian environment
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optimal control strategy
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periodic dividend
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interest rate
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ruin penalty
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