OPTIMAL INVESTMENT UNDER RELATIVE PERFORMANCE CONCERNS (Q5247420): Difference between revisions
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Revision as of 08:14, 1 March 2024
scientific article; zbMATH DE number 6430114
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | OPTIMAL INVESTMENT UNDER RELATIVE PERFORMANCE CONCERNS |
scientific article; zbMATH DE number 6430114 |
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OPTIMAL INVESTMENT UNDER RELATIVE PERFORMANCE CONCERNS (English)
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24 April 2015
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portfolio optimization
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utility optimization
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multi-agent stochastic game
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Nash equilibrium
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stochastic differential equations
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