Immunization and max-min optimal control (Q1379942)

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Immunization and max-min optimal control
scientific article

    Statements

    title
    Immunization and max-min optimal control (English)
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    publication date
    1 November 1998
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    zbMATH Keywords
    dynamic programming
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    term structure of interest rates
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    immunization
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    max-min optimal control
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    author
    Luca Luigi Ghezzi
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    Identifiers

    Mathematics Subject Classification ID
    49L20
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    91B28
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    49J35
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    zbMATH DE Number
    1124788
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