Study of a degenerate elliptic equation in an optimal consumption problem under partial information (Q2352145)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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