Publication:2824375
From MaRDI portal
DOI10.3969/j.issn.1001-8395.2016.02.017zbMath1363.91048MaRDI QIDQ2824375
Publication date: 6 October 2016
investment; linear-quadratic control; reinsurance; stochastic differential games; mean-variance criterion
49N90: Applications of optimal control and differential games
91A15: Stochastic games, stochastic differential games
91G10: Portfolio theory