Recursive utility maximization for terminal wealth under partial information
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Publication:1792900
DOI10.1155/2016/2813707zbMath1400.93331arXiv1605.05802OpenAlexW2565558901WikidataQ59130742 ScholiaQ59130742MaRDI QIDQ1792900
Publication date: 12 October 2018
Published in: Mathematical Problems in Engineering (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1605.05802
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Utility theory (91B16) Optimal stochastic control (93E20)
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