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Portfolio Optimization for Pension Purposes: Literature Review
Journal of Economic Surveys, Volume 40, Issue 1, Page 45-72, February 2026.ABSTRACT This systematic review identifies persistent challenges and gaps in the literature on pension portfolio optimization models. We searched, selected, and critically analyzed 82 articles from three major academic databases published over the past decade to investigate the barriers to the effective implementation of these models.
Leonardo Moreira +2 more
wiley +1 more source
Quantitative compactness estimates for Hamilton-Jacobi equations [PDF]
, 2014 31 pages, 1 figureWe study quantitative compactness estimates in $\mathbf{W}^{1,1}_{loc}$ for the map $S_t$, $t>0$ that associates to every given initial data $u_0\in Lip(\mathbb{R}^N)$ the corresponding solution $S_t u_0$ of a Hamilton-Jacobi equation $$
Cannarsa, Piermarco +5 more
core +1 more source
, 2017 This thesis presents the theory of Hamilton-Jacobi equations. It is first shown how the equation is derived from the Lagrangian mechanics, then the traditional methods for searching for the solution are presented, where the Hopf-Lax formula along with ...
Skourat, Nikita
core
The stochastic elementary formula method and approximate travelling waves for semi-linear reaction diffusion equations [PDF]
In this thesis we consider approximate travelling wave solutions for stochastic and generalised KPP equations and systems by using the stochastic elementary formula method of Elworthy and Truman.
Zhao, Huaizhong
core
Hamilton-Jacobi methods for Vakonomic Mechanics
, 2002 We extend the theory of Aubry-Mather measures to Hamiltonian systems that arise in vakonomic mechanics and subRiemannian geometry. We use these measures to study the asymptotic behavior of (vakonomic) action-minimizing curves, and prove a bootstrapping ...
Diogo Aguiar Gomes
core
Nonholonomic and Discrete Hamilton-Jacobi Theory. [PDF]
The first part of the thesis discusses an extension of Hamilton-Jacobi theory to nonholonomic mechanics with a particular interest in its application to exactly integrating the equations of motion. The major advantage of our result is that it provides us
Ohsawa, Tomoki
core
Well-posedness for the system of the Hamilton-Jacobi and the continuity equations
, 2007 Let H (t, x, p) be a Hamiltonian function that is convex in p. Let the associated Lagrangian satisfy the nonstandard minorization condition where m > 0, ω > 0, and C ≥ 0 are constants.
Strömberg, Thomas,
core +1 more source
-body problem in the Hamilton–Jacobi approach [PDF]
, 2003 In most books the Delaunay and Lagrange equations for the orbital elements are derived by the Hamilton–Jacobi method: one begins with the two-body Hamilton equations in spherical coordinates, performs a canonical transformation to the orbital elements ...
Peter Goldreich +3 more
core +1 more source
Nonlinear H-infinity control, Hamiltonian systems and Hamilton-Jacobi equations
, 2011 A comprehensive overview of nonlinear Haeu control theory for both continuous-time and discrete-time systems, Nonlinear Haeu-Control, Hamiltonian Systems and Hamilton-Jacobi Equations covers topics as diverse as singular nonlinear Haeu-control, nonlinear
Aliyu, MDS
core
Dynamical and geometric aspects of Hamilton-Jacobi and linearized Monge-Ampère equations: VIASM 2016
, 2017 Consisting of two parts, the first part of this volume is an essentially self-contained exposition of the geometric aspects of local and global regularity theory for the Monge–Ampère and linearized Monge–Ampère equations.
Mitake, Hiroyoshi, Tran, Hung
core +1 more source