Some Notes on the Dynamics and Optimal Control of Stochastic Pension Fund Models in Continuous Time (Q4407161)
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scientific article; zbMATH DE number 1940891
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| English | Some Notes on the Dynamics and Optimal Control of Stochastic Pension Fund Models in Continuous Time |
scientific article; zbMATH DE number 1940891 |
Statements
Some Notes on the Dynamics and Optimal Control of Stochastic Pension Fund Models in Continuous Time (English)
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12 September 2003
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stochastic differential equation
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asset allocation
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Bellman equation
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optimal control
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constraints
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0.8566021919250488
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0.8191224932670593
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0.8140509724617004
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0.8117876648902893
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