Peter A. Forsyth

Identifiers

• name variant Peter A. Forsyth 0.60 · backfill

Papers (5)

1. Numerical methods for optimal decumulation of a defined contribution pension plan cs.CE · 2026 · author #1
2. $\epsilon$-Monotone Fourier Methods for Optimal Stochastic Control in Finance q-fin.CP · 2017 · author #1
3. Are target date funds dinosaurs? Failure to adapt can lead to extinction q-fin.PM · 2017 · author #1
4. Weakly chained matrices, policy iteration, and impulse control math.NA · 2015 · author #2
5. The existence of optimal bang-bang controls for GMxB contracts q-fin.PR · 2015 · author #2

Mentions

• 1510.03928 #2 · arxiv_oai · confidence 0.70 Peter A. Forsyth
• 1502.05743 #2 · backfill · confidence 0.70 Peter A. Forsyth
• 2605.17744 #1 · arxiv_oai · confidence 0.70 Peter A. Forsyth

Frequent Coauthors

• George Labahn 2 shared papers
• Parsiad Azimzadeh 2 shared papers
• Kenneth R. Vetzal 1 shared papers
• Yuying Li 1 shared papers