Stochastic Differential Utility (Q4006270)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic Differential Utility |
scientific article |
Statements
Stochastic Differential Utility (English)
0 references
26 September 1992
0 references
choice under uncertainty
0 references
stochastic control
0 references
Bellman equation
0 references
stochastic differential formulation of recursive utility
0 references
Brownian information
0 references
