Pages that link to "Item:Q2152720"
From MaRDI portal
The following pages link to Linearisation techniques and the dual algorithm for a class of mixed singular/continuous control problems in reinsurance. I: Theoretical aspects (Q2152720):
Displaying 3 items.
- Linearisation Techniques and the Dual Algorithm for a Class of Mixed Singular/Continuous Control Problems in Reinsurance. Part I: Theoretical Aspects (Q6402695) (← links)
- Linearisation techniques and the dual algorithm for a class of mixed singular/continuous control problems in reinsurance. II: Numerical aspects (Q6585497) (← links)
- Optimality conditions for \(\mathbb{L}^p\) problems with reflected dynamics (Q6621113) (← links)