A stochastic control problem with delay arising in a pension fund model
Salvatore Federico
| Year of publication: |
2011
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|---|---|
| Authors: | Federico, Salvatore |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 15.2011, 3, p. 421-459
|
| Subject: | Hamilton-Jacobi-Bellman (HJB) equation | Pensionskasse | Pension fund | Portfolio-Management | Portfolio selection | Mathematische Optimierung | Mathematical programming | Kontrolltheorie | Control theory |
| 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/10009303232