Utility maximization with partial information: Hamilton-Jacobi-Bellman equation approach (Q2477578): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Utility maximization with partial information: Hamilton-Jacobi-Bellman equation approach |
scientific article |
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Utility maximization with partial information: Hamilton-Jacobi-Bellman equation approach (English)
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14 March 2008
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utility maximization
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partial information
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filtering theory
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Hamilton-Jacobi-Bellman (HJB) equation
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