Stochastic Differential Utility (Q4006270)

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Stochastic Differential Utility
scientific article

    Statements

    title
    Stochastic Differential Utility (English)
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    author
    Larry G. Epstein
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    J. Darrell Duffie
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    published in
    Econometrica
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    publication date
    26 September 1992
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    zbMATH Keywords
    choice under uncertainty
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    stochastic control
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    Bellman equation
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    stochastic differential formulation of recursive utility
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    Brownian information
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    Identifiers

    DOI
    10.2307/2951600
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    Mathematics Subject Classification ID
    91B16
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    93E20
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    91B06
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    91B08
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    zbMATH DE Number
    55651
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