Linearisation Techniques and the Dual Algorithm for a Class of Mixed Singular/Continuous Control Problems in Reinsurance. Part I: Theoretical Aspects (Q6402695)

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scientific article; zbMATH DE number 7555052
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Linearisation Techniques and the Dual Algorithm for a Class of Mixed Singular/Continuous Control Problems in Reinsurance. Part I: Theoretical Aspects
scientific article; zbMATH DE number 7555052

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    21 June 2022
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