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A combined stochastic programming and optimal control approach to personal finance and pensions - MaRDI portal

A combined stochastic programming and optimal control approach to personal finance and pensions (Q2516635)

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A combined stochastic programming and optimal control approach to personal finance and pensions
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    A combined stochastic programming and optimal control approach to personal finance and pensions (English)
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    3 August 2015
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    dynamic programming
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    multi-period stochastic programming
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    power utility
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    personal finance
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    retirement
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