Stochastic optimal control of DC pension funds (Q931216)
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scientific article; zbMATH DE number 5292555
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Stochastic optimal control of DC pension funds |
scientific article; zbMATH DE number 5292555 |
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Stochastic optimal control of DC pension funds (English)
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25 June 2008
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defined-contribution pension plans
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optimal investment strategy
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stochastic optimal control
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Legendre transform
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Hamilton-Jacobi-Bellman equation
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0.8684079051017761
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0.8401101231575012
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0.8386621475219727
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0.8291828632354736
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