A Note On Utility Maximization Under Partial Observations<sup>1</sup> (Q4345910)
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scientific article; zbMATH DE number 1040324
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| English | A Note On Utility Maximization Under Partial Observations<sup>1</sup> |
scientific article; zbMATH DE number 1040324 |
Statements
A Note On Utility Maximization Under Partial Observations<sup>1</sup> (English)
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31 August 1997
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optimal consumption/investment
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partial observations
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stochastic filtering
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martingale representation
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