Stochastic Differential Utility (Q4006270): Difference between revisions

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Latest revision as of 01:37, 20 March 2024

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Stochastic Differential Utility
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    Stochastic Differential Utility (English)
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    26 September 1992
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    choice under uncertainty
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    stochastic control
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    Bellman equation
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    stochastic differential formulation of recursive utility
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    Brownian information
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