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A Diffusion Model for Optimal Dividend Distribution for a Company with Constraints on Risk Control.
Tahir Choulli
Michael Taksar
Xun Yu Zhou
Published in:
SIAM J. Control. Optim. (2003)
Keyphrases
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diffusion model
laplace transform
optimal control
expected loss
information diffusion
anisotropic diffusion
diffusion process
diffusion models
decision making
influence maximization
high quality
high resolution
diffusion tensor