A SPDE maximum principle for stochastic differential games under partial information with application to optimal portfolios on fixed income markets (Q3585320)
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scientific article; zbMATH DE number 5773374
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| English | A SPDE maximum principle for stochastic differential games under partial information with application to optimal portfolios on fixed income markets |
scientific article; zbMATH DE number 5773374 |
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A SPDE maximum principle for stochastic differential games under partial information with application to optimal portfolios on fixed income markets (English)
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19 August 2010
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stochastic differential games
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optimal portfolios
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SPDE control
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0.93287146
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0.9180883
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0.9158828
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0.9040982
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0.8923172
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0.8896966
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0.8863975
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0.88347274
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0.8826792
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