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Dynamic Programming Approach to Pension Funding: the Case of Incomplete State Information - MaRDI portal

Dynamic Programming Approach to Pension Funding: the Case of Incomplete State Information (Q4661655)

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scientific article; zbMATH DE number 2149119
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Dynamic Programming Approach to Pension Funding: the Case of Incomplete State Information
scientific article; zbMATH DE number 2149119

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    Dynamic Programming Approach to Pension Funding: the Case of Incomplete State Information (English)
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    30 March 2005
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    pension funding
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    dynamic programming
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    stochastic control
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    separation principle
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