Approximation of optimal ergodic dividend strategies using controlled Markov chains.
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| Title: | Approximation of optimal ergodic dividend strategies using controlled Markov chains. |
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| Authors: | Jin, Zhuo1 (AUTHOR) zjin@unimelb.edu.au, Yang, Hailiang2 (AUTHOR), Yin, George3 (AUTHOR) |
| Source: | IET Control Theory & Applications (Wiley-Blackwell). Nov2018, Vol. 12 Issue 17, p2194-2204. 11p. |
| Database: | Mathematics Source |
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| ISSN: | 17518644 |
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| DOI: | 10.1049/iet-cta.2018.5394 |