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

@@ Property / cites work @@
+Conjugate convex functions in optimal stochastic control
+Normal rank
@@ Property / cites work @@
+An Introductory Approach to Duality in Optimal Stochastic Control
+Normal rank
@@ Property / cites work @@
+An Intertemporal General Equilibrium Model of Asset Prices
+Normal rank
@@ Property / cites work @@
+Q3957682
@@ Property / cites work: Q3957682 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3957683
@@ Property / cites work: Q3957683 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal Saving and Risk in Continuous Time
@@ Property / cites work: Optimal Saving and Risk in Continuous Time / rank @@
+Normal rank
@@ Property / cites work @@
+Martingales and arbitrage in multiperiod securities markets
+Normal rank
@@ Property / cites work @@
+Martingales and stochastic integrals in the theory of continuous trading
+Normal rank
@@ Property / cites work @@
+Measurable dependence of convex sets and functions on parameters
+Normal rank
@@ Property / cites work @@
+Convex Analysis
@@ Property / cites work: Convex Analysis / rank @@
+Normal rank
@@ Property / cites work @@
+Q4050397
@@ Property / cites work: Q4050397 / rank @@
+Normal rank
@@ Property / cites work @@
+The Optimal Recourse Problem in Discrete Time: $L^1 $-Multipliers for Inequality Constraints
+Normal rank
@@ Property / cites work @@
+On the interchange of subdifferentiation and conditional expectation for convex functionals
+Normal rank