Optimal Pension Control Strategy Based On Uncertain Optimal Control Theory

With the development of social economy and pension system,the optimal control strategy of pension has become a hot topic in recent years.Because of the complexity and uncertainty of the real world,the control system is often affected by many uncertain factors.It is of great significance to use the uncertain optimal control model to study the optimal control strategy of pension.For the uncertain optimal control problem,according to different pension models,the optimal principle of the corresponding general model can be solved by using the uncertainty theory,and the corresponding optimal equation can be deduced.Through the optimal equation,the optimal solution of the optimal control strategy problem of pension can be obtained.In the first part of this paper,the optimal control strategy of pension is studied by using the uncertain optimal control theory.Taking the optimistic value criterion of minimizing the quadratic loss function as the objective,and using the uncertain optimality equation,the optimal investment strategy and the optimal payout rate are obtained.Through sensitivity analysis,the influence relationship of each parameter is shown.In the second part of this paper,considering that the pension will invest in the risk market during the investment process,and the price process of its funds will be affected by some external extreme events or disturbances,we use the uncertain optimal control theory to study an optimal control strategy problem of pension with jump.Taking the optimistic value criterion of minimizing the quadratic loss function as the objective,and using the uncertain optimality equation,the optimal investment strategy and the optimal payout rate are obtained.Through sensitivity analysis,the influence relationship of each parameter is shown.Finally,this paper summarizes the work and prospects the future work.