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Numerical methods for optimal dividend payment and investment strategies of regime-switching jump diffusion models with capital injections

descriptionPublicationkeyboard_double_arrow_right Article 01 Aug 2013 China (People's Republic of) English Publisher:Elsevier BVJournal:Automatica, volume 49, pages 2,317-2,329 (issn: 0005-1098, Copyright policy )
Authors: Zhuo Jin; Hailiang Yang; Gang George Yin;

doi: 10.1016/j.automatica.2013.04.043

handle: 10722/198097

Numerical methods for optimal dividend payment and investment strategies of regime-switching jump diffusion models with capital injections

Abstract

zbMATH Open Web Interface contents unavailable due to conflicting licenses.

Country
China (People's Republic of)
Related Organizations
Keywords

singular control, capital injection, Variational inequalities, Markov chains (discrete-time Markov processes on discrete state spaces), free boundary, Portfolio theory, investment strategy, Markov chain approximation, Optimal stochastic control, Nonlinear systems in control theory, stochastic control, dividend policy, Jump processes

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
40
Top 10%
Top 10%
Top 10%
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hybrid