OPTIMAL INVESTMENT PROBLEM WITH DELAY UNDER PARTIAL INFORMATION

Zhang, SQ; Xiong, J; Zhang, X

Zhang, SQ (corresponding author), China Univ Min & Technol, Sch Math, Xuzhou 221116, Jiangsu, Peoples R China.

MATHEMATICAL CONTROL AND RELATED FIELDS, 2020; 10 (2): 365

Abstract

In this paper, we investigate the optimal investment problem in the presence of delay under partial information. We assume that the financial market c......

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