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

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Latest revision as of 11:52, 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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