2 papers
math.OC2026
Reinforcement Learning for Dividend Optimization in Partially Observed Regime-Switching Diffusion Model
Zhongqin Gao, Yan Lv, Jingmin He
This paper studies the optimal dividend problem with a bounded payout rate in a partially observed regime-switching diffusion model, where, in practice, the market regime is unobse…
math.OC2026
Optimal Dividend Control with Transaction Costs under Exponential Parisian Ruin for a Refracted Levy Risk Model
Zhongqin Gao, Yan Lv, Jingmin He
This paper concerns an optimal impulse control problem associated with a refracted Lévy process, involving the reduction of reserves to a predetermined level whenever they exceed…