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"Linearisation techniques and the dual algorithm for a class of mixed ..."

Dan Goreac et al. (2024)

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DOI: 10.1016/J.AMC.2024.128655

access: closed

type: Journal Article

metadata version: 2024-06-19

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Dan Goreac, Juan Li, Pangbo Wang, Boxiang Xu:
Linearisation techniques and the dual algorithm for a class of mixed singular/continuous control problems in reinsurance. Part II: Numerical aspects. Appl. Math. Comput. 473: 128655 (2024)

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