A combined stochastic programming and optimal control approach to peronal finance and pensions
Year of publication: |
2015
|
---|---|
Authors: | Konicz, Agnieszka Karolina ; Pisinger, David ; Rasmussen, Kourosh Marjani ; Steffensen, Mogens |
Published in: |
OR spectrum : quantitative approaches in management. - Berlin : Springer, ISSN 0171-6468, ZDB-ID 2073885-7. - Vol. 37.2015, 3, p. 583-616
|
Subject: | Dynamic programming | Multi-period stochastic programming | Power utility | Personal finance | Retirement | Stochastischer Prozess | Stochastic process | Dynamische Optimierung | Mathematische Optimierung | Mathematical programming | Portfolio-Management | Portfolio selection | Kontrolltheorie | Control theory | Rentenfinanzierung | Pension finance | Altersgrenze | Altersvorsorge | Retirement provision |
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