Utility maximization with partial information: Hamilton-Jacobi-Bellman equation approach
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Publication:2477578
DOI10.1007/s11464-007-0032-3zbMath1141.93064OpenAlexW2284869551MaRDI QIDQ2477578
Publication date: 14 March 2008
Published in: Frontiers of Mathematics in China (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11464-007-0032-3
Filtering in stochastic control theory (93E11) Dynamic programming in optimal control and differential games (49L20) Optimal stochastic control (93E20) Financial applications of other theories (91G80)
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