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Optimal portfolio choice with benchmarks
Bernard, Carole, (2019)
A simple algorithm for solving Ramsey optimal policy with exogenous forcing variables
Chatelain, Jean-Bernard, (2017)
Computing integral solutions of complementarity problems
Laan, Gerard van der, (2004)
Globalizing a nonsmooth Newton method via nonmonotone path search
Bütikofer, Stephan, (2008)