A stochastic control problem with delay arising in a pension fund model (Q483928): Difference between revisions
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Revision as of 01:25, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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