@article{multiperiodliabilityclearingviaconvex,
  title = {Multi-Period Liability Clearing via Convex Optimal Control},
  author = {Shane Barratt and Stephen Boyd},
  year = {2020},
  eprint = {2005.09066},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2005.09066v1},
}