Optimal portfolio choice with path dependent benchmarked labor income: a mean field model (Q2074981): Difference between revisions
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Revision as of 00:50, 19 April 2024
scientific article
| Language | Label | Description | Also known as |
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| English | Optimal portfolio choice with path dependent benchmarked labor income: a mean field model |
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Optimal portfolio choice with path dependent benchmarked labor income: a mean field model (English)
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11 February 2022
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life-cycle optimal portfolio with labor income following path dependent and law dependent dynamics
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dynamic programming/optimal control of SDEs in infinite dimension with McKean-Vlasov dynamics and state constraints
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second order Hamilton-Jacobi-Bellman equations in infinite dimension
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verification theorems and optimal feedback controls
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