Reinforcement Learning for Dividend Optimization in Partially Observed Regime-Switching Diffusion Model
Fuente:
arXiv
Saved in:
| Main Authors: | Gao, Zhongqin, Lv, Yan, He, Jingmin |
|---|---|
| Format: | Preprint |
| Published: |
2026
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Multi-period Asset-liability Management with Reinforcement Learning in a Regime-Switching Market
by: Gao, Zhongqin, et al.
Published: (2025)
by: Gao, Zhongqin, et al.
Published: (2025)
Optimal Dividend Control with Transaction Costs under Exponential Parisian Ruin for a Refracted Levy Risk Model
by: Gao, Zhongqin, et al.
Published: (2025)
by: Gao, Zhongqin, et al.
Published: (2025)
Maximum Principles for Partially Observed Controls of Forward SPDEs and Backward SDEs with Jumps
by: Qian, Hongjiang, et al.
Published: (2026)
by: Qian, Hongjiang, et al.
Published: (2026)
Ergodic Risk Sensitive Control of Diffusions under a General Structural Hypothesis
by: Anugu, Sumith Reddy, et al.
Published: (2025)
by: Anugu, Sumith Reddy, et al.
Published: (2025)
Stochastic control with dividend payments and capital injections for Markov additive processes
by: Noba, Kei
Published: (2026)
by: Noba, Kei
Published: (2026)
Average Cost Optimality of Partially Observed MDPS: Contraction of Non-linear Filters, Optimal Solutions and Approximations
by: Demirci, Yunus Emre, et al.
Published: (2023)
by: Demirci, Yunus Emre, et al.
Published: (2023)
The effect of latency on optimal order execution policy
by: Ma, Chutian, et al.
Published: (2025)
by: Ma, Chutian, et al.
Published: (2025)
Optimal Dividend, Reinsurance, and Capital Injection for Collaborating Business Lines under Model Uncertainty
by: Boonen, Tim J., et al.
Published: (2026)
by: Boonen, Tim J., et al.
Published: (2026)
Optimal Dividend, Reinsurance, and Capital Injection Strategies for an Insurer with Two Collaborating Business Lines
by: Boonen, Tim J., et al.
Published: (2025)
by: Boonen, Tim J., et al.
Published: (2025)
Asset-liability management with Epstein-Zin utility under stochastic interest rate and unknown market price of risk
by: Kuissi-Kamdem, Wilfried
Published: (2025)
by: Kuissi-Kamdem, Wilfried
Published: (2025)
Optimal Dividend, Reinsurance and Capital Injection Strategies for Collaborating Business Lines: The Case of Excess-of-Loss Reinsurance
by: Boonen, Tim J., et al.
Published: (2025)
by: Boonen, Tim J., et al.
Published: (2025)
Logarithmic regret in the ergodic Avellaneda-Stoikov market making model
by: Cao, Jialun, et al.
Published: (2024)
by: Cao, Jialun, et al.
Published: (2024)
An optimal level of Stubbornness to win a soccer match
by: Pramanik, Paramahansa
Published: (2025)
by: Pramanik, Paramahansa
Published: (2025)
Path integral control under McKean-Vlasov dynamics
by: Bennett, Timothy
Published: (2024)
by: Bennett, Timothy
Published: (2024)
Stability of long run functionals with respect to stationary Markov controls
by: Stettner, Lukasz
Published: (2024)
by: Stettner, Lukasz
Published: (2024)
Habit Formation, Labor Supply, and the Dynamics of Retirement and Annuitization
by: Birungi, Criscent, et al.
Published: (2026)
by: Birungi, Criscent, et al.
Published: (2026)
On approximations of stochastic optimal control problems with an application to climate equations
by: Flandoli, Franco, et al.
Published: (2024)
by: Flandoli, Franco, et al.
Published: (2024)
Weakly-Coupled Multi-Action Restless Bandits -- Exponential Convergence in Probability
by: Fu, Jing, et al.
Published: (2026)
by: Fu, Jing, et al.
Published: (2026)
A simple approach to the Løkka-Zervos dichotomy for absolutely continuous dividend strategies
by: Mastromonaco, Tommy, et al.
Published: (2026)
by: Mastromonaco, Tommy, et al.
Published: (2026)
Splitting infinity: a de Finetti game with state-dependent profit rates and singular control for diffusions
by: Chlebicki, Piotr, et al.
Published: (2025)
by: Chlebicki, Piotr, et al.
Published: (2025)
Formalising the intentional stance 2: a coinductive approach
by: McGregor, Simon, et al.
Published: (2025)
by: McGregor, Simon, et al.
Published: (2025)
Formalising the intentional stance 1: attributing goals and beliefs to stochastic processes
by: McGregor, Simon, et al.
Published: (2024)
by: McGregor, Simon, et al.
Published: (2024)
De Finetti's Control for Refracted Skew Brownian Motion
by: Gao, Zhongqin, et al.
Published: (2024)
by: Gao, Zhongqin, et al.
Published: (2024)
Stochastic Linear-Quadratic Optimal Control Problems with Markovian Regime Switching and $H_\infty$ Constraint under Partial Information
by: Xiang, Na, et al.
Published: (2026)
by: Xiang, Na, et al.
Published: (2026)
Near Optimality of Lipschitz and Smooth Policies in Controlled Diffusions
by: Pradhan, Somnath, et al.
Published: (2024)
by: Pradhan, Somnath, et al.
Published: (2024)
Ergodic optimal liquidations in DeFi
by: Cao, Jialun, et al.
Published: (2024)
by: Cao, Jialun, et al.
Published: (2024)
On the Value of Linear Quadratic Zero-sum Difference Games with Multiplicative Randomness: Existence and Achievability
by: Cai, Songfu, et al.
Published: (2023)
by: Cai, Songfu, et al.
Published: (2023)
On the Bailout Dividend Problem with Periodic Dividend Payments and Fixed Transaction Costs
by: Moreno-Franco, Harold A., et al.
Published: (2024)
by: Moreno-Franco, Harold A., et al.
Published: (2024)
A Pontryagin Maximum Principle on the Belief Space for Continuous-Time Optimal Control with Discrete Observations
by: Bayer, Christian, et al.
Published: (2025)
by: Bayer, Christian, et al.
Published: (2025)
Dynamic Weight Optimization for Double Linear Policy: A Stochastic Model Predictive Control Approach
by: Hong, Tan Chin, et al.
Published: (2026)
by: Hong, Tan Chin, et al.
Published: (2026)
Markov control of continuous time Markov processes with long run functionals by time discretization
by: Stettner, Lukasz
Published: (2025)
by: Stettner, Lukasz
Published: (2025)
Optimal control of Volterra integral diffusions and application to contract theory
by: Possamaï, Dylan, et al.
Published: (2025)
by: Possamaï, Dylan, et al.
Published: (2025)
The Ergodic Linear-Quadratic Optimal Control Problems for Stochastic Mean-Field Systems with Periodic Coefficients
by: Wu, Jiacheng, et al.
Published: (2025)
by: Wu, Jiacheng, et al.
Published: (2025)
Turnpike Property of a Linear-Quadratic Optimal Control Problem in Large Horizons with Regime Switching II: Non-Homogeneous Cases
by: Mei, Hongwei, et al.
Published: (2025)
by: Mei, Hongwei, et al.
Published: (2025)
Strong and weak quantitative estimates in slow-fast diffusions using filtering techniques
by: Anugu, Sumith Reddy, et al.
Published: (2025)
by: Anugu, Sumith Reddy, et al.
Published: (2025)
Potential Games on Unimodular Random Graphs
by: Neuman, Eyal, et al.
Published: (2026)
by: Neuman, Eyal, et al.
Published: (2026)
Drift Control with Discretionary Stopping for a Diffusion
by: Beneš, Václav E., et al.
Published: (2024)
by: Beneš, Václav E., et al.
Published: (2024)
Discrete-Time Approximations of Controlled Diffusions with Infinite Horizon Discounted and Average Cost
by: Pradhan, Somnath, et al.
Published: (2025)
by: Pradhan, Somnath, et al.
Published: (2025)
An irreversible investment problem with a learning-by-doing feature
by: Ekström, Erik, et al.
Published: (2024)
by: Ekström, Erik, et al.
Published: (2024)
Quantitative convergence rates for extended mean field games with volatility control
by: Bayraktar, Erhan, et al.
Published: (2026)
by: Bayraktar, Erhan, et al.
Published: (2026)
Similar Items
-
Multi-period Asset-liability Management with Reinforcement Learning in a Regime-Switching Market
by: Gao, Zhongqin, et al.
Published: (2025) -
Optimal Dividend Control with Transaction Costs under Exponential Parisian Ruin for a Refracted Levy Risk Model
by: Gao, Zhongqin, et al.
Published: (2025) -
Maximum Principles for Partially Observed Controls of Forward SPDEs and Backward SDEs with Jumps
by: Qian, Hongjiang, et al.
Published: (2026) -
Ergodic Risk Sensitive Control of Diffusions under a General Structural Hypothesis
by: Anugu, Sumith Reddy, et al.
Published: (2025) -
Stochastic control with dividend payments and capital injections for Markov additive processes
by: Noba, Kei
Published: (2026)