73 citations · 235 across the 20 of their papers we have counts for
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math.OC2010★ 27 cited
Optimal control of risk process in a regime-switching environment
Chao Zhu
This paper is concerned with cost optimization of an insurance company. The surplus of the insurance company is modeled by a controlled regime switching diffusion, where the regime…
math.OC2010★ 73 cited
On Optimal Harvesting Problems in Random Environments
Qingshuo Song, Richard Stockbridge, Chao Zhu
This paper investigates the optimal harvesting strategy for a single species living in random environments whose growth is given by a regime-switching diffusion. Harvesting acts as…