Optimal investment under partial information (Q966433)

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Optimal investment under partial information
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    title
    Optimal investment under partial information (English)
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    author
    Thomas Björk
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    Mark H. A. Davis
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    Camilla Landén
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    publication date
    23 April 2010
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    Mathematics Subject Classification ID
    49N30
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    60H30
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    93C41
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    91G10
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    91G80
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    zbMATH DE Number
    5700552
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    zbMATH Keywords
    filtering
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    investment
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    Wiener processes
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    optimal control
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    partial information
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    optimal portfolio
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