Utility maximization with partial information for Ornstein-Uhlenbeck model (Q3560828)
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scientific article; zbMATH DE number 5708029
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| English | Utility maximization with partial information for Ornstein-Uhlenbeck model |
scientific article; zbMATH DE number 5708029 |
Statements
14 May 2010
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Hamilton-Jacobi-Bellman (HJB) equation
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utility maximization
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filtering theory
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0.9035462141036988
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0.8551973104476929
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0.838763952255249
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0.8351114392280579
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0.8280150294303894
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