Game-theoretic approach to risk-sensitive benchmarked asset management
From MaRDI portal
Publication:3119638
DOI10.3233/RDA-140108zbMath1409.91011arXiv1503.01802MaRDI QIDQ3119638
Publication date: 12 March 2019
Published in: Risk and Decision Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1503.01802
91A10: Noncooperative games
91A05: 2-person games
91A15: Stochastic games, stochastic differential games