A stochastic control problem with delay arising in a pension fund model

Salvatore Federico ()

Finance and Stochastics, 2011, vol. 15, issue 3, 459 pages

Keywords: Pension funds; Stochastic optimal control with delay; Infinite-dimensional Hamilton–Jacobi–Bellman equations; Viscosity solutions; 91B28; 93E20; 49L25; 34K35; C61; G11; G23 (search for similar items in EconPapers)
Date: 2011
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Citations: View citations in EconPapers (21)

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DOI: 10.1007/s00780-010-0146-4

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