Stochastic differential gamer for multiple decision makers based on utility and mean-variance criterion (Q4640941)
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scientific article; zbMATH DE number 6874783
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| English | Stochastic differential gamer for multiple decision makers based on utility and mean-variance criterion |
scientific article; zbMATH DE number 6874783 |
Statements
25 May 2018
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power utility
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mean-variance criterion
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stochastic differential games
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investment
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0.7896426320075989
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0.7861747741699219
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0.7774916887283325
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0.7729453444480896
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