Classical and Impulse Control for the Optimization of Dividend and Proportional Reinsurance Policies with Regime Switching.
Jiaqin WeiHailiang YangRongming WangPublished in: J. Optim. Theory Appl. (2010)
Keyphrases
- optimization process
- control policies
- control method
- control system
- optimization method
- control policy
- adaptive control
- optimization algorithm
- data acquisition
- control strategy
- constrained optimization
- control theory
- decentralized control
- inversely proportional
- control problems
- optimal control
- optimization methods
- optimal policy
- optimization problems