Stochastic Differential Utility (Q4006270): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 01:15, 6 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic Differential Utility |
scientific article |
Statements
Stochastic Differential Utility (English)
0 references
26 September 1992
0 references
choice under uncertainty
0 references
stochastic control
0 references
Bellman equation
0 references
stochastic differential formulation of recursive utility
0 references
Brownian information
0 references
