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A Stochastic Iteration Method for A Class of Monotone Variational Inequalities In Hilbert Space
We examined a general method for obtaining a solution to a class of monotone variational inequalities in Hilbert space. be a continuous linear monotone operator and be a non empty closed convexExpand
A Stochastic Optimal Control Of Dc Pension Fund Driven By Fractional Brownian Motion With Hurst Parameter
31 www.ijeas.org  Abstract— The problem of A fund manager is to minimize the expected utility loss function, the noise generated in the dynamics of the wealth process are driven by fractionalExpand
ON THE APPLICATION OF STOCHASTIC OPTIMAL CONTROL TO PENSION FUND MANAGEMENT
1. Abstract In this paper, we apply the stochastic optimal control theory to the pension fund management before and after retirement in the defined contribution and defined benefit pension schemes,Expand