Equilibrium strategies for alpha-maxmin expected utility maximization (Q5227410)
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scientific article; zbMATH DE number 7086439
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| English | Equilibrium strategies for alpha-maxmin expected utility maximization |
scientific article; zbMATH DE number 7086439 |
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Equilibrium Strategies for Alpha-Maxmin Expected Utility Maximization (English)
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26 July 2019
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alpha-maxmin expected utility
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robust utility maximization
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dynamic inconsistency
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open-loop equilibrium
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system of quadratic BSDE
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0.7793288230895996
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0.772051990032196
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0.7667424082756042
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0.7598913908004761
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0.7473683953285217
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