24 citations · 77 across the 32 of their papers we have counts for
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math.OC2022★ 3 cited
Linearisation Techniques and the Dual Algorithm for a Class of Mixed Singular/Continuous Control Problems in Reinsurance. Part I: Theoretical Aspects
Dan Goreac, Juan Li, Boxiang Xu
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 wi…
math.OC2022
State-constrained porous media control systems with application to stabilization
Ioana Ciotir, Dan Goreac, Ionut Munteanu
We aim at providing a characterization of the ability to maintain a stochastic coupled system with porous media components in a prescribed set of constraints by using internal cont…