On a problem of optimal stochastic control with incomplete information (Q1021257): Difference between revisions

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+https://doi.org/10.1007/s00245-008-9036-y
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+W2131773533
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+Estimation and control for linear, partially observable systems with non- Gaussian initial distribution
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+Q3997913
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+Portfolio selection under incomplete information
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+Q3908216
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+Utility maximization with partial information
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+Optimal trading strategy for an investor: the case of partial information
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+Contrôle stochastique avec informations partielles et applications à la Finance
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+Q4227229
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+A Generalized Cameron–Martin Formula with Applications to Partially Observed Dynamic Portfolio Optimization
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