The shadow price of information in continuous time decision problems (Q3765689): Difference between revisions
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Revision as of 12:34, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The shadow price of information in continuous time decision problems |
scientific article |
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The shadow price of information in continuous time decision problems (English)
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1987
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continuous-time stochastic control problem
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existence of the shadow price of information
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optimal portfolios
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economic growth
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stochastic maximum principle
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continuous-time
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