Study of a degenerate elliptic equation in an optimal consumption problem under partial information (Q2352145): Difference between revisions

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Latest revision as of 11:31, 10 July 2024

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Study of a degenerate elliptic equation in an optimal consumption problem under partial information
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    Study of a degenerate elliptic equation in an optimal consumption problem under partial information (English)
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    30 June 2015
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    optimal consumption problem
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    stochastic control
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    hidden Markov models
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    filtering equation
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    HJB equation
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    degenerate elliptic equation
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