Search Results - subject:"Bellman's optimality principle"

The Italian pension gap: A stochastic optimal control approach

Milazzo, Alessandro; Vigna, Elena - In: Risks 6 (2018) 2, pp. 1-20

We study the gap between the state pension provided by the Italian pension system pre-Dini reform and post-Dini reform. The goal is to fill the gap between the old and the new pension by joining a defined contribution pension scheme and adopting an optimal investment strategy that is...

Persistent link: https://www.econbiz.de/10011996606

On time consistency for mean-variance portfolio selection

Vigna, Elena - In: International journal of theoretical and applied finance 23 (2020) 6, pp. 1-22

Persistent link: https://www.econbiz.de/10012496778

On the generalized bin packing problem

Baldi, Mauro Maria; Bruglieri, Maurizio - In: International transactions in operational research : … 24 (2017) 3, pp. 425-438

Persistent link: https://www.econbiz.de/10011724423

ON FUZZY OPTIMAL CONTROLS IN THE WEAKLY STRUCTURABLE CONTINUOUS DYNAMIC SYSTEMS (WSCDS)

SIRBILADZE, G. - In: New Mathematics and Natural Computation (NMNC) 04 (2008) 01, pp. 41-60

. Bellman's optimality principle and take into consideration the gain-loss fuzzy process. An example of constructing the …

Persistent link: https://www.econbiz.de/10005050793

Pension fund state estimation and optimal investment strategy

Lešek, Marek; Šimandl, Miroslav - In: Bulletin of the Czech Econometric Society 12 (2005)

. The Bellman's optimality principle is used to derive the best allocation of a pension fund asset in the two-assets world …

Persistent link: https://www.econbiz.de/10008528802