Optimal pension funding dynamics over infinite control horizon when stochastic rates of return are stationary (Q2483951): Difference between revisions

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Latest revision as of 13:32, 10 June 2024

scientific article
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Optimal pension funding dynamics over infinite control horizon when stochastic rates of return are stationary
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    Optimal pension funding dynamics over infinite control horizon when stochastic rates of return are stationary (English)
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    1 August 2005
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    Optimal pension funding
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    Infinite control horizon
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    Forward dynamic programming (FDP)
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    Stationary linear quadratic performance index
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