Pages that link to "Item:Q2152720"

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 2 items.

• 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)