검색결과 : 4건
| No. | Article |
|---|---|
| 1 |
A Multidimensional Problem of Optimal Dividends with Irreversible Switching: A Convergent Numerical Scheme Azcue P, Muler N Applied Mathematics and Optimization, 83(3), 1613, 2021 |
| 2 |
OPTIMAL DIVIDEND PAYMENT AND REGIME SWITCHING IN A COMPOUND POISSON RISK MODEL Azcue P, Muler N SIAM Journal on Control and Optimization, 53(5), 3270, 2015 |
| 3 |
OPTIMAL DIVIDEND POLICIES WITH TRANSACTION COSTS FOR A CLASS OF DIFFUSION PROCESSES Bai LH, Paulsen J SIAM Journal on Control and Optimization, 48(8), 4987, 2010 |
| 4 |
OPTIMAL DIVIDEND PAYMENTS AND REINVESTMENTS OF DIFFUSION PROCESSES WITH BOTH FIXED AND PROPORTIONAL COSTS Paulsen J SIAM Journal on Control and Optimization, 47(5), 2201, 2008 |