Impulse Stochastic Control for the Optimization of the Dividend Payments of the Compound Poisson Risk Model Perturbed by Diffusion (Q2905357)

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scientific article; zbMATH DE number 6072590
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English
Impulse Stochastic Control for the Optimization of the Dividend Payments of the Compound Poisson Risk Model Perturbed by Diffusion
scientific article; zbMATH DE number 6072590

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    Impulse Stochastic Control for the Optimization of the Dividend Payments of the Compound Poisson Risk Model Perturbed by Diffusion (English)
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    27 August 2012
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    optimal dividend problem
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    impulse stochastic control
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