Robust equilibrium strategies in a defined benefit pension plan game (Q2172042): Difference between revisions

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Latest revision as of 02:56, 30 July 2024

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Robust equilibrium strategies in a defined benefit pension plan game
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    Robust equilibrium strategies in a defined benefit pension plan game (English)
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    14 September 2022
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    overfunded DB pension plan
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    robust control
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    stochastic differential game
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    Nash equilibrium
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    stochastic dynamic programming
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