Exponential utility maximization under partial information
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Cited in
(35)- Trading utility and uncertainty: applying the value of information to resolve the exploration-exploitation dilemma in reinforcement learning
- Optimal investment under partial information
- The Föllmer–Schweizer decomposition under incomplete information
- Expected power-utility maximization under incomplete information and with Cox-process observations
- Utility indifference valuation for jump risky assets
- Utility maximization with partial information: Hamilton-Jacobi-Bellman equation approach
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- G-expected utility maximization with ambiguous equicorrelation
- Optimal reinsurance and investment in a diffusion model
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- New challenges in the interplay between finance and insurance. Abstracts from the workshop held October 1--6, 2023
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