Linearisation Techniques and the Dual Algorithm for a Class of Mixed Singular/Continuous Control Problems in Reinsurance. Part I: Theoretical Aspects.
Dan GoreacJuan LiBoxiang XuPublished in: Appl. Math. Comput. (2022)
Keyphrases
- learning algorithm
- control problems
- computational complexity
- dynamic programming
- detection algorithm
- convergence rate
- multi class classification
- objective function
- k means
- np hard
- simulated annealing
- optimization algorithm
- mathematical model
- path planning
- dynamic environments
- segmentation algorithm
- adaptive control
- real time