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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.
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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RecordInfo BibRecord:
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    Identifiers:
      – Type: doi
        Value: 10.1049/iet-cta.2018.5394
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      – Code: eng
        Text: English
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        PageCount: 11
        StartPage: 2194
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      – TitleFull: Approximation of optimal ergodic dividend strategies using controlled Markov chains.
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            NameFull: Jin, Zhuo
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            NameFull: Yang, Hailiang
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            NameFull: Yin, George
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              M: 11
              Text: Nov2018
              Type: published
              Y: 2018
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              Value: 12
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              Value: 17
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            – TitleFull: IET Control Theory & Applications (Wiley-Blackwell)
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