The shadow price of information in continuous time decision problems (Q3765689)
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scientific article; zbMATH DE number 4023180
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| English | The shadow price of information in continuous time decision problems |
scientific article; zbMATH DE number 4023180 |
Statements
The shadow price of information in continuous time decision problems (English)
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1987
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continuous-time stochastic control problem
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existence of the shadow price of information
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optimal portfolios
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economic growth
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stochastic maximum principle
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continuous-time
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0.8357136249542236
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0.7846512794494629
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0.7583521604537964
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0.7532687187194824
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0.7474766373634338
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