Optimal Mixed Impulse-Equity Insurance Control Problem With Reinsurance.

Hui Meng Tak Kuen Siu

Published in: SIAM J. Control. Optim. (2011)

Keyphrases

optimal control
control system
worst case
dynamic programming
control policy
website
control problems
data sets
risk management
control method
optimal design
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control theory
robot control
decision support system
scheduling problem
np hard
genetic algorithm