Open AccessRobust equilibrium control-measure policy for a DC pension plan with state-dependent risk aversion under mean-variance criterion
Author(s) -
Liyuan Wang,
Zhiping Chen,
Peng Yang
Publication year - 2021
Publication title -
journal of industrial and management optimization
Language(s) - English
Resource type - Journals
eISSN - 1553-166X
pISSN - 1547-5816
DOI - 10.3934/jimo.2020018
Subject(s) - ambiguity aversion , risk aversion (psychology) , economics , stochastic control , robustness (evolution) , subgame perfect equilibrium , ambiguity , bellman equation , nash equilibrium , computer science , mathematical economics , econometrics , expected utility hypothesis , mathematical optimization , optimal control , mathematics , biochemistry , chemistry , gene , programming language