Optimal Dividends and Capital Injections in the Dual Model with a Random Time Horizon.
Yongxia ZhaoRongming WangDingjun YaoPing ChenPublished in: J. Optim. Theory Appl. (2015)
Keyphrases
- management system
- mathematical model
- experimental data
- formal model
- computational model
- data sets
- parameter values
- probabilistic model
- parameter estimation
- closed form
- hierarchical structure
- primal dual
- bayesian framework
- conceptual model
- statistical model
- theoretical analysis
- input data
- dynamic programming
- cost function
- high level