Study of a degenerate elliptic equation in an optimal consumption problem under partial information (Q2352145)
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scientific article; zbMATH DE number 6454231
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| English | Study of a degenerate elliptic equation in an optimal consumption problem under partial information |
scientific article; zbMATH DE number 6454231 |
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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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0.7818062901496887
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0.7669938802719116
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0.7636436223983765
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0.7625386714935303
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