Utility maximization with partial information: Hamilton-Jacobi-Bellman equation approach (Q2477578)
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scientific article; zbMATH DE number 5249550
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| English | Utility maximization with partial information: Hamilton-Jacobi-Bellman equation approach |
scientific article; zbMATH DE number 5249550 |
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Utility maximization with partial information: Hamilton-Jacobi-Bellman equation approach (English)
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14 March 2008
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utility maximization
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partial information
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filtering theory
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Hamilton-Jacobi-Bellman (HJB) equation
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0.9181916
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0.91698074
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0.9108356
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0.8997795
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0.8834668
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0.87664884
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