Optimal risk control and dividend distribution policies for a diffusion model with terminal value.

Jingfeng Xu Ming Zhou

Published in: Math. Comput. Model. (2012)

Keyphrases

diffusion model
control policy
laplace transform
control policies
optimal control
expected loss
dynamic programming
optimal policy
anisotropic diffusion
diffusion models
computer vision
motion analysis
image data
multiresolution
image analysis
pairwise
multiscale