Optimal Utility with Some Additional Information (Q5707903)

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scientific article; zbMATH DE number 2232572
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English
Optimal Utility with Some Additional Information
scientific article; zbMATH DE number 2232572

    Statements

    title
    Optimal Utility with Some Additional Information (English)
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    author
    Dewen Xiong
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    Zhong-Xing Ye
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    publication date
    25 November 2005
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    zbMATH Keywords
    martingale method
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    stochastic filtering
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    utility optimization
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    Identifiers

    DOI
    10.1080/SAP-200050086
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    Mathematics Subject Classification ID
    60H30
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    91B28
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    60G44
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    zbMATH DE Number
    2232572
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