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Optimal risk control policies for diffusion models with non-cheap proportional reinsurance and bankruptcy value.
Ming-Hua Wu
Rong Wu
Aimin Zhou
Published in:
J. Syst. Sci. Complex. (2011)
Keyphrases
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control policies
diffusion models
control policy
reinforcement learning
control system
control strategies
finite horizon
information diffusion
diffusion model
optimal policy
motion control
social networks
dynamic programming
medical images
action space