Optimal investment under partial information (Q966433)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5700552
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Optimal investment under partial information |
scientific article; zbMATH DE number 5700552 |
Statements
Optimal investment under partial information (English)
0 references
23 April 2010
0 references
filtering
0 references
investment
0 references
Wiener processes
0 references
optimal control
0 references
partial information
0 references
optimal portfolio
0 references
0 references
0.8857779502868652
0 references
0.8827325105667114
0 references
0.8558579087257385
0 references
0.8542023301124573
0 references
