Optimal Investment-consumption for Partially Observed Jump-diffusions (Q5746531): Difference between revisions
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Revision as of 00:11, 6 March 2024
scientific article; zbMATH DE number 6259467
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Investment-consumption for Partially Observed Jump-diffusions |
scientific article; zbMATH DE number 6259467 |
Statements
Optimal Investment-consumption for Partially Observed Jump-diffusions (English)
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19 February 2014
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utility maximization
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optimal stochastic control
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partial information
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backward stochastic differential equations
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jump-diffusion processes
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