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  • Search: subject:"mixed singular–classical stochastic control"
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Control theory 1 Dividend 1 Dividende 1 Dynamic programming 1 Dynamische Optimierung 1 Kontrolltheorie 1 Mathematical programming 1 Mathematische Optimierung 1 Reinsurance 1 Rückversicherung 1 Stochastic process 1 Stochastischer Prozess 1 dynamic programming 1 free boundary problem 1 mixed singular–classical stochastic control 1 optimal dividend payout 1 optimal reinsurance 1 stochastic optimal control 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Guan, Chonghu 1 Xu, Zuo Quan 1 Zhou, Rui 1
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Mathematics of operations research 1
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ECONIS (ZBW) 1
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Dynamic optimal reinsurance and dividend payout in finite time horizon
Guan, Chonghu; Xu, Zuo Quan; Zhou, Rui - In: Mathematics of operations research 48 (2023) 1, pp. 544-568
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