The Existence of Optimal Bang-Bang Controls for GMxB Contracts (Q5250040)
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scientific article; zbMATH DE number 6435983
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Existence of Optimal Bang-Bang Controls for GMxB Contracts |
scientific article; zbMATH DE number 6435983 |
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The Existence of Optimal Bang-Bang Controls for GMxB Contracts (English)
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15 May 2015
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bang-bang controls
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GMxB guarantees
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convex optimization
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optimal stochastic control
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