Optimal dividend payment problems in piecewise-deterministic compound Poisson risk models.

Runhuan Feng Shuaiqi Zhang Chao Zhu

Published in: CDC (2012)

Keyphrases

problems involving
optimality criteria
probabilistic model
genetic algorithm
worst case
risk management
conditional expectation
neural network
decision making
reinforcement learning
optimization problems
complex systems
statistical models
game theory
piecewise linear
numerical methods