Optimal pension funding dynamics over infinite control horizon when stochastic rates of return are stationary (Q2483951)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal pension funding dynamics over infinite control horizon when stochastic rates of return are stationary |
scientific article |
Statements
Optimal pension funding dynamics over infinite control horizon when stochastic rates of return are stationary (English)
0 references
1 August 2005
0 references
Optimal pension funding
0 references
Infinite control horizon
0 references
Forward dynamic programming (FDP)
0 references
Stationary linear quadratic performance index
0 references
