Cargando…

Optimal Control of Background-Based Uncertain Systems with Applications in DC Pension Plan

In this paper, we propose a new optimal control model for uncertain systems with jump. In the model, the background-state variables are incorporated, where the background-state variables are governed by an uncertain differential equation. Meanwhile, the state variables are governed by another uncert...

Descripción completa

Detalles Bibliográficos
Autores principales: Liu, Wei, Wu, Wanying, Tang, Xiaoyi, Hu, Yijun
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2022
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9140549/
https://www.ncbi.nlm.nih.gov/pubmed/35626616
http://dx.doi.org/10.3390/e24050734