This paper is concerned with a mean-variance hedging problem with partial information. where the initial endowment of an agent may be a decision and the contingent claim is a random variable. This problem is explicitly solved by studying a linear-quadratic optimal control problem with non-Markov control systems and partial information. Then. https://www.roneverhart.com/DigiWeigh-Notebook-Digital-Pocket-Scale-1000g-x-0-1g/