Zobrazeno 1 - 3
of 3
pro vyhledávání: '"Boxiang Xu"'
Publikováno v:
2022 13th Asian Control Conference (ASCC).
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::64541a1a4b3986995e518417f2556388
https://doi.org/10.23919/ascc56756.2022.9828120
https://doi.org/10.23919/ascc56756.2022.9828120
Publikováno v:
Applied Mathematics and Computation
Applied Mathematics and Computation, Elsevier, 2022, 431, pp.127321. ⟨10.1016/j.amc.2022.127321⟩
Applied Mathematics and Computation, Elsevier, 2022, 431, pp.127321. ⟨10.1016/j.amc.2022.127321⟩
International audience; This paper focuses on linearisation techniques for a class of mixed singular/continuous control problems and ensuing algorithms. The motivation comes from (re)insurance problems with reserve-dependent premiums with Cramér-Lun
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::c8934154a444140dc9a5cd4f29fc91b0
Publikováno v:
Applied Mathematics and Optimization
Applied Mathematics and Optimization, Springer Verlag (Germany), In press, 86
Applied Mathematics and Optimization, Springer Verlag (Germany), In press, 86
International audience; The aim of this paper is twofold. On one hand, we strive to give a simpler proof of the optimality of greedy controls when the cost of interventions is control-affine and the dynamics follow a state-constrained controlled SIR
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::40bce48c90cfc727d36d7c655ba95302