Dynamic mean-variance problem for defined contribution pension fund under inflation (Q5064083)
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scientific article; zbMATH DE number 7494783
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic mean-variance problem for defined contribution pension fund under inflation |
scientific article; zbMATH DE number 7494783 |
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Dynamic mean-variance problem for defined contribution pension fund under inflation (English)
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21 March 2022
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Poisson process
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defined contribution pension plan
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stochastic optimal control
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mean-variance problem
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HJB equation
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