Approximation of optimal ergodic dividend strategies using controlled Markov chains.

Saved in:
Bibliographic Details
Title: Approximation of optimal ergodic dividend strategies using controlled Markov chains.
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
Full text is not displayed to guests.
Description
ISSN:17518644
DOI:10.1049/iet-cta.2018.5394