Optimal investment under partial information (Q966433): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2253832899 / rank | |||
Normal rank | |||
Revision as of 00:43, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal investment under partial information |
scientific article |
Statements
Optimal investment under partial information (English)
0 references
23 April 2010
0 references
filtering
0 references
investment
0 references
Wiener processes
0 references
optimal control
0 references
partial information
0 references
optimal portfolio
0 references
