A combined stochastic programming and optimal control approach to peronal finance and pensions
Agnieszka Karolina Konicz; David Pisinger; Kourosh Marjani Rasmussen; Mogens Steffensen
| 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 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011296745