Open AccessOptimal dividend policy with liability constraint under a hidden Markov regime-switching model
Author(s) -
Jiaqin Wei,
Zhuo Jin,
Hailiang Yang
Publication year - 2018
Publication title -
journal of industrial and management optimization
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.325
H-Index - 32
eISSN - 1553-166X
pISSN - 1547-5816
DOI - 10.3934/jimo.2018132
Subject(s) - bellman equation , viscosity solution , dividend , dividend policy , logarithm , markov chain , markov process , constraint (computer aided design) , mathematical optimization , mathematics , markov decision process , economics , finance , mathematical analysis , statistics , geometry
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