Certainty Equivalence, First Order Certainty Equivalence, Stochastic Control, and the Covariance Structure

DOI10.2307/1914274zbMath0298.90004OpenAlexW2012368562MaRDI QIDQ4053341

Richard M. Young

Publication date: 1975

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1914274

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Decision theory (91B06) Stochastic programming (90C15) Optimal stochastic control (93E20)

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