Adaptive method for an actuarial optimal control problem with dynamic constraints

DOI10.1007/978-3-030-87966-2_37MaRDI QIDQ5054466zbMATH OpenOpenAlexFDO

Authors A. V. Boiko

Publication date 29 November 2022

Published in Lecture Notes in Control and Information Sciences - Proceedings (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-030-87966-2_37

Mathematics Subject Classification ID

Actuarial mathematics (91G05) Optimal stochastic control (93E20)

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• Mathematical optimization and economic theory
• Numerical methods for open-loop and closed-loop optimization of linear control systems

Cited in

(1)

• Optimization of advertising activity of an insurance company and an algorithm for its solution

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