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

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

Abstract

Abstract is missing.