Stochastic control of a pension fund model with first-order Markov-dependent parameters (Q3912461)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic control of a pension fund model with first-order Markov-dependent parameters |
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Stochastic control of a pension fund model with first-order Markov-dependent parameters (English)
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1981
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pension funding
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quadratic performance criterion
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feedback
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Bellmann's optimality criterion
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