A stochastic control problem with delay arising in a pension fund model (Q483928)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A stochastic control problem with delay arising in a pension fund model |
scientific article; zbMATH DE number 6381424
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A stochastic control problem with delay arising in a pension fund model |
scientific article; zbMATH DE number 6381424 |
Statements
A stochastic control problem with delay arising in a pension fund model (English)
0 references
17 December 2014
0 references
pension funds
0 references
stochastic optimal control with delay
0 references
infinite-dimensional Hamilton-Jacobi-Bellman equations
0 references
viscosity solutions
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.82391756772995
0 references
0.8063319325447083
0 references
0.8033962249755859
0 references
0.7958832383155823
0 references
