Stochastic optimal control of DC pension funds (Q931216)
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scientific article; zbMATH DE number 5292555
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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