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Optimal bailout strategies resulting from the drift controlled supercooled Stefan problem.

Christa CuchieroChristoph ReisingerStefan Rigger
Published in: Ann. Oper. Res. (2024)
Keyphrases
  • optimal strategy
  • artificial intelligence
  • closed form
  • finding optimal
  • real time
  • data mining
  • multiresolution
  • worst case
  • online auctions
  • selection strategies