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Chen Peimin
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Stochastic optimal control
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impulse dividend model
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stochastic returns
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Optimization
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Stochastic optimal control on impulse dividend model with stochastic returns
Journal article
Optimization,2021, volume: 70, issue: 11, pages: 2401-2426
Authors:
Zhang, Ying
;
Wang, Yue
;
Chen, Peimin
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Submit date：2025/03/25
impulse dividend model
quasi-variational inequalities
Stochastic optimal control
stochastic returns
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