scientific article; zbMATH DE number 1200330

Publication date: 20 September 1998

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

stochastic control martingale utility functions controlled stochastic differential equations continuous-time portfolio optimization under uncertainty

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Optimal stochastic control (93E20)

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