Stochastic Differential Utility (Q4006270)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic Differential Utility |
scientific article |
Statements
Stochastic Differential Utility (English)
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26 September 1992
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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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