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Robust Retirement with Return Ambiguity: Optimal \(\boldsymbol{G}\)-Stopping Time in Dual Space.

Kyunghyun ParkHoi Ying Wong
Published in: SIAM J. Control. Optim. (2023)
Keyphrases
  • dual space
  • dynamic programming
  • optimal solution
  • optimal strategy
  • finding optimal
  • real world
  • multi objective
  • exhaustive search
  • parameter tuning
  • globally optimal
  • optimal design