A combined stochastic programming and optimal control approach to personal finance and pensions
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Publication:2516635
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Cited in
(9)- Combining stochastic programming and optimal control to decompose multistage stochastic optimization problems
- Optimal annuity portfolio under inflation risk
- Financial optimization: optimization paradigms and financial planning under uncertainty
- Optimal investment for a retirement plan with deferred annuities
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- Optimal long-term Tier 1 employee pension management with an application to Chinese urban areas
- Large-scale financial planning via a partially observable stochastic dual dynamic programming framework
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