Some Notes on the Dynamics and Optimal Control of Stochastic Pension Fund Models in Continuous Time (Q4407161): Difference between revisions

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Latest revision as of 11:17, 30 July 2024

scientific article; zbMATH DE number 1940891
Language Label Description Also known as
English
Some Notes on the Dynamics and Optimal Control of Stochastic Pension Fund Models in Continuous Time
scientific article; zbMATH DE number 1940891

    Statements

    Some Notes on the Dynamics and Optimal Control of Stochastic Pension Fund Models in Continuous Time (English)
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    12 September 2003
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    stochastic differential equation
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    asset allocation
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    Bellman equation
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    optimal control
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    constraints
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    Identifiers