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"Robust Retirement with Return Ambiguity: Optimal ..."

Kyunghyun Park, Hoi Ying Wong (2023)

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DOI: 10.1137/21M1459150

access: closed

type: Journal Article

metadata version: 2023-06-02

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Kyunghyun Park, Hoi Ying Wong:
Robust Retirement with Return Ambiguity: Optimal \(\boldsymbol{G}\)-Stopping Time in Dual Space. SIAM J. Control. Optim. 61(3): 1009-1037 (2023)

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