Identifying and Estimating Mismodeled Dynamics via Optimal Control Policies and Distance Metrics

2014 ◽  
Vol 37 (5) ◽  
pp. 1512-1523 ◽  
Author(s):  
Daniel P. Lubey ◽  
Daniel J. Scheeres
2017 ◽  
Vol 33 (2) ◽  
pp. 346-358 ◽  
Author(s):  
Amanda Prorok ◽  
M. Ani Hsieh ◽  
Vijay Kumar

1999 ◽  
Vol 38 (3) ◽  
pp. 639-651 ◽  
Author(s):  
Sven Godorr ◽  
Diane Hildebrandt ◽  
David Glasser ◽  
Craig McGregor

1989 ◽  
Vol 27 (6) ◽  
pp. 1293-1318 ◽  
Author(s):  
Harold J. Kushner ◽  
K. M. Ramachandran

2011 ◽  
Vol 2011 ◽  
pp. 1-13 ◽  
Author(s):  
Hui Meng ◽  
Tak Kuen Siu

We consider an insurance company whose surplus follows a diffusion process with proportional reinsurance and impulse dividend control. Our objective is to maximize expected discounted dividend payouts to shareholders of the company until the time of bankruptcy. To meet some essential requirements of solvency control (e.g., bankruptcy not soon), we impose some constraints on the insurance company's dividend policy. Under two types of constraints, we derive the value functions and optimal control policies of the company.


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