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"Linearisation Techniques and the Dual Algorithm for a Class of Mixed ..."

Dan Goreac, Juan Li, Boxiang Xu (2022)

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DOI: 10.1016/J.AMC.2022.127321

access: closed

type: Journal Article

metadata version: 2023-08-28

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Dan Goreac, Juan Li, Boxiang Xu:
Linearisation Techniques and the Dual Algorithm for a Class of Mixed Singular/Continuous Control Problems in Reinsurance. Part I: Theoretical Aspects. Appl. Math. Comput. 431: 127321 (2022)

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