"A Splitting Method for Band Control of Brownian Motion: With Application ..."

Alain Bensoussan, John J. Liu, Jiguang Yuan (2024)

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DOI: 10.1287/OPRE.2011.0427

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type: Journal Article

metadata version: 2025-01-01

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Alain Bensoussan, John J. Liu, Jiguang Yuan:
A Splitting Method for Band Control of Brownian Motion: With Application to Mutual Reserve Optimization. Oper. Res. 72(6): 2665-2676 (2024)

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