A maxmin policy for bond management (Q1296370)

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A maxmin policy for bond management
scientific article

    Statements

    title
    A maxmin policy for bond management (English)
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    author
    Luca Luigi Ghezzi
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    publication date
    2 August 1999
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    zbMATH Keywords
    immunization
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    maxmin optimal control
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    dynamic programming
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    Identifiers

    Mathematics Subject Classification ID
    91B28
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    90C39
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    90C90
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    zbMATH DE Number
    1319523
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