Title :
A diffusion model for optimal dividend distribution for a company with constraints on risk control
Author_Institution :
Chinese Univ. of Hong Kong
Keywords :
Control systems; Cost function; Differential equations; Graphical user interfaces; Mice; Nonlinear control systems; Optimal control; Riccati equations; Stochastic processes; Stochastic systems;
Conference_Titel :
Control and Automation, 2002. ICCA. Final Program and Book of Abstracts. The 2002 International Conference on
Conference_Location :
Xiamen, Fujian Province, China
Print_ISBN :
0-7803-7412-6
DOI :
10.1109/ICCA.2002.1229273