A SPDE maximum principle for stochastic differential games under partial information with application to optimal portfolios on fixed income markets (Q3585320)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A SPDE maximum principle for stochastic differential games under partial information with application to optimal portfolios on fixed income markets |
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A SPDE maximum principle for stochastic differential games under partial information with application to optimal portfolios on fixed income markets (English)
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19 August 2010
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stochastic differential games
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optimal portfolios
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SPDE control
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