The shadow price of information in continuous time decision problems (Q3765689): Difference between revisions

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Latest revision as of 12:59, 18 June 2024

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The shadow price of information in continuous time decision problems
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    The shadow price of information in continuous time decision problems (English)
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    1987
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    continuous-time stochastic control problem
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    existence of the shadow price of information
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    optimal portfolios
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    economic growth
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    stochastic maximum principle
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    continuous-time
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