Viale di Villa Massimo, 57
Defined contribution pension fund, minimum guarantee, stochastic optimal control, dynamic programming, Hamilton-Jacobi-Bellman equation, viscosity solutions
Endogenous growth, Vintage capital, AK model, Dynamic programming
pension fund, decumulation phase, constrained portfolio, stochastic optimal control, dynamic programming, Hamilton-Jacobi-Bellman equation
optimal portfolio choice, stochastic delay differential equations, labor income, human capital, hedging demand
Equilibrium Points, Equilibrium Distributions, Vintage Capital Stock, Age-structured systems, Maximum Principle in Hilbert Spaces, Boundary control, Optimal Investment
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investment‐consumption problem, liquidity risk, optimal stochastic control, Hamilton–Jacobi–Bellman equation, viscosity solutions, regularity of viscosity solutions
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