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A dividend optimization problem with constraint of survival probability in a Markovian environment model - MaRDI portal

A dividend optimization problem with constraint of survival probability in a Markovian environment model (Q5078564)

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scientific article; zbMATH DE number 7530998
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A dividend optimization problem with constraint of survival probability in a Markovian environment model
scientific article; zbMATH DE number 7530998

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    A dividend optimization problem with constraint of survival probability in a Markovian environment model (English)
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    23 May 2022
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    optimal control strategy
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    periodic dividends
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    survival probability
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    non-linear operator
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