Optimal pension funding dynamics over infinite control horizon when stochastic rates of return are stationary (Q2483951): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal pension funding dynamics over infinite control horizon when stochastic rates of return are stationary |
scientific article |
Statements
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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