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: 91G80 / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 49L25 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6381424 / rank | |||
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pension funds | |||
| Property / zbMATH Keywords: pension funds / rank | |||
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stochastic optimal control with delay | |||
| Property / zbMATH Keywords: stochastic optimal control with delay / rank | |||
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infinite-dimensional Hamilton-Jacobi-Bellman equations | |||
| Property / zbMATH Keywords: infinite-dimensional Hamilton-Jacobi-Bellman equations / rank | |||
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viscosity solutions | |||
| Property / zbMATH Keywords: viscosity solutions / rank | |||
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Revision as of 20:01, 30 June 2023
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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Statements
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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