Numerical Methods for Optimal Dividend Payment and Investment Strategies of Markov-Modulated Jump Diffusion Models with Regular and Singular Controls (English)
- New search for: Jin, Zhuo
- New search for: Yin, G.
- New search for: Jin, Zhuo
- New search for: Yin, G.
In:
Journal of Optimization Theory and Applications
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159
, 1
; 246-271
;
2013
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ISSN:
- Article (Journal) / Electronic Resource
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Title:Numerical Methods for Optimal Dividend Payment and Investment Strategies of Markov-Modulated Jump Diffusion Models with Regular and Singular Controls
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Contributors:
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Published in:Journal of Optimization Theory and Applications ; 159, 1 ; 246-271
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Publisher:
- New search for: Springer US
- New search for: Springer Science + Business Media
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Place of publication:Dordrecht [u.a.]
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Publication date:2013
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ISSN:
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ZDBID:
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DOI:
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Type of media:Article (Journal)
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Type of material:Electronic Resource
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Language:English
- New search for: 31.80$jAngewandte Mathematik / 31.80
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Keywords:
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Classification:
BKL: 31.80$jAngewandte Mathematik / 31.80 Angewandte Mathematik -
Source:
Table of contents – Volume 159, Issue 1
The tables of contents are generated automatically and are based on the data records of the individual contributions available in the index of the TIB portal. The display of the Tables of Contents may therefore be incomplete.
- 1
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First- and Second-Order Optimality Conditions for Optimal Control Problems of State Constrained Integral EquationsBonnans, J. Frédéric / de la Vega, Constanza / Dupuis, Xavier et al. | 2013
- 41
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Linear Complementarity Problem with Pseudomonotonicity on Euclidean Jordan AlgebrasTao, Jiyuan et al. | 2013
- 57
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Moment Approximations for Set-Semidefinite PolynomialsDickinson, Peter J. C. / Povh, Janez et al. | 2013
- 69
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A Unified Approach for Constrained Extremum Problems: Image Space AnalysisLi, J. / Feng, S. Q. / Zhang, Z. et al. | 2013
- 93
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Further Discussion on the Error Bound for Generalized Linear Complementarity Problem over a Polyhedral ConeSun, Hongchun / Wang, Yiju et al. | 2013
- 108
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An Inexact Steepest Descent Method for Multicriteria Optimization on Riemannian ManifoldsBento, G. C. / da Cruz Neto, J. X. / Santos, P. S. M. et al. | 2013
- 125
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A Subgradient Method for Multiobjective Optimization on Riemannian ManifoldsBento, G. C. / Cruz Neto, J. X. et al. | 2013
- 138
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A Parallel Splitting Method for Separable Convex ProgramsWang, K. / Han, D. R. / Xu, L. L. et al. | 2013
- 159
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Another Conjugate Gradient Algorithm with Guaranteed Descent and Conjugacy Conditions for Large-scale Unconstrained OptimizationAndrei, Neculai et al. | 2013
- 183
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Highly Accurate Analytic Approximation to the Gaussian Q-function Based on the Use of Nonlinear Least Squares Optimization AlgorithmDeveli, I. / Basturk, A. et al. | 2012
- 192
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Projection Method Approach for General Regularized Non-convex Variational InequalitiesBalooee, Javad et al. | 2013
- 210
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A New Mixed Iterative Algorithm to Solve the Fuel-Optimal Linear Impulsive Rendezvous ProblemArzelier, D. / Louembet, C. / Rondepierre, A. / Kara-Zaitri, M. et al. | 2013
- 231
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Approximate Controllability of the Magnetohydrodynamic Equations on the Three-Dimensional TorusGalan, Ioana Cătălina et al. | 2012
- 246
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Numerical Methods for Optimal Dividend Payment and Investment Strategies of Markov-Modulated Jump Diffusion Models with Regular and Singular ControlsJin, Zhuo / Yin, G. et al. | 2013
- 272
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Robust Multiple Objective Game TheoryYu, H. / Liu, H. M. et al. | 2012
- 281
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Some Results on Best Proximity PointsSamet, Bessem et al. | 2013
- 292
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Comments on Some Recent Results on Controllability of Abstract Differential ProblemsHernández, Eduardo / O’Regan, Donal / Balachandran, Krishnan et al. | 2013