Solution to the forward and backward stochastic difference equations with asymmetric information and application (Q2660811)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Solution to the forward and backward stochastic difference equations with asymmetric information and application |
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Solution to the forward and backward stochastic difference equations with asymmetric information and application (English)
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31 March 2021
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forward and backward stochastic difference equations
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analytical solution
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asymmetric information
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modified Riccati equation
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stochastic linear quadratic control problem
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