Approximation of optimal ergodic dividend strategies using controlled Markov chains
Zhuo Jin, Hailiang Yang, George Yin
IET Control Theory & Applications | INST ENGINEERING TECHNOLOGY-IET | Published : 2018
Awarded by Research Grants Council of the Hong Kong Special Administrative Region
Awarded by National Science Foundation
The research of Zhuo Jin and Hailiang Yang was supported in part by Research Grants Council of the Hong Kong Special Administrative Region (project No. HKU 17330816). The research of G. Yin was supported in part by the National Science Foundation under DMS-1710827.