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Date: 2017
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/1253548
Description: We consider the financial planning problem of a retiree wishing to enter a retirement village at a future uncertain date. The date of entry is determined by the retiree’s utility and bequest maximisat ... More
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Reviewed: Reviewed
Date: 2016
Language: eng
Resource Type: conference paper
Identifier: http://hdl.handle.net/1959.14/1235707
Description: This paper is devoted to a study of a discrete time infinite horizon optimal control problem with time discounting criterion. We introduce an infinite-dimensional linear programming (IDLP) problem clo ... More
Reviewed: Reviewed
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