Utility maximization with partial information: Hamilton-Jacobi-Bellman equation approach
partial information、differential equation、dynamic programming、stochastic control、Ornstein-Uhlenbeck、optimal strategies、expected utility、interest rate、solutions、provided、approach、theory、paper、two
2
O22;F7
the National Natural Science Foundation of ChinaGrant 10571092;the 973 Project of the Ministry of Science and Technology of China
2008-09-01(万方平台首次上网日期,不代表论文的发表时间)
527-537