2 problems

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Self-correcting nature of feedback controls in pension decumulation
The paper considers a parametric model for real stock and bond indices and tests optimal feedback strategies under calibrated parameters using bootstrap-resampled historical data.…
Conjectureopenfeedback-controls pension-decumulation risk-measuresarXiv posted 2 days ago
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Convergence of feedback-control gradient methods in the mean-field setting
The discussion concerns gradient methods with feedback controls for mean-field control problems, including Algorithm $\mathrm{NAG}$ , whose iterates are feedback controls and whose…
Conjectureopenfeedback-controls mean-field-control optimizationarXiv posted 2 days ago

Self-correcting nature of feedback controls in pension decumulation