Optimal stochastic differential games with VaR constraints (Q379028): Difference between revisions

@@ Property / Mathematics Subject Classification ID @@
+E20
@@ Property / Mathematics Subject Classification ID: 93E20 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+B30
@@ Property / Mathematics Subject Classification ID: 91B30 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+A25
@@ Property / Mathematics Subject Classification ID: 91A25 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+L20
@@ Property / Mathematics Subject Classification ID: 49L20 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6226218
@@ Property / zbMATH DE Number: 6226218 / rank @@
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@@ Property / zbMATH Keywords @@
+optimal investment
@@ Property / zbMATH Keywords: optimal investment / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+proportional reinsurance
@@ Property / zbMATH Keywords: proportional reinsurance / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+stochastic differential game
@@ Property / zbMATH Keywords: stochastic differential game / rank @@
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@@ Property / zbMATH Keywords @@
+risk constraint
@@ Property / zbMATH Keywords: risk constraint / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Nash equilibria
@@ Property / zbMATH Keywords: Nash equilibria / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+HJBI equations
@@ Property / zbMATH Keywords: HJBI equations / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+dynamic programming
@@ Property / zbMATH Keywords: dynamic programming / rank @@
+Normal rank

Optimal stochastic differential games with VaR constraints (Q379028): Difference between revisions

Revision as of 11:16, 29 June 2023

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Mathematics(0 entries)