Stochastic optimal control of DC pension funds

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Mean–variance efficiency of DC pension plan under stochastic interest rate and mean-reverting returns (2015, background): “Gao[12](2008)solved the same DC problem with an affine stochastic interest rate by Legendre transformation.”
On efficiency of mean–variance based portfolio selection in defined contribution pension schemes (2014, methodology): “Examples of this approach can be found, for instance, in Haberman and Sung (1994), Boulier et al.”
Robust optimal investment strategy for an AAM of DC pension plans with stochastic interest rate and stochastic volatility (2018, methodology): “Gao (2008) further applies the Legendre transformation and dual theory to solve the same portfolio problem of a DC pension plan with a logarithm utility function.”