A stochastic control problem with delay arising in a pension fund model (Q483928): Difference between revisions

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Property / Mathematics Subject Classification ID: 93E20 / rank
 
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Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 91G80 / rank
 
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Property / Mathematics Subject Classification ID: 49L25 / rank
 
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Property / zbMATH DE Number: 6381424 / rank
 
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pension funds
Property / zbMATH Keywords: pension funds / rank
 
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Property / zbMATH Keywords
 
stochastic optimal control with delay
Property / zbMATH Keywords: stochastic optimal control with delay / rank
 
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infinite-dimensional Hamilton-Jacobi-Bellman equations
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viscosity solutions
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Property / full work available at URL: https://doi.org/10.1007/s00780-010-0146-4 / rank
 
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Latest revision as of 10:52, 9 July 2024

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A stochastic control problem with delay arising in a pension fund model
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    A stochastic control problem with delay arising in a pension fund model (English)
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    17 December 2014
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    pension funds
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    stochastic optimal control with delay
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    infinite-dimensional Hamilton-Jacobi-Bellman equations
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    viscosity solutions
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