Relationship between backward and forward linear-quadratic mean-field-game with terminal constraint and optimal asset allocation for insurers and pension funds
Du, Kai, Huang, Jianhui, Wu, ZhenLanguage:
english
Journal:
International Journal of Control
DOI:
10.1080/00207179.2019.1590740
Date:
March, 2019
File:
PDF, 1.88 MB
english, 2019