Application of stochastic matrix game in investment decision-making

MaRDI QIDQ3517085zbMATH OpenFDO

Authors Lilin Zhang, Changyin Zhou, Rui Li

Publication date 12 August 2008

zbMATH Keywords

game theoryinvestment planningstochastic payoff matrix

Mathematics Subject Classification ID

2-person games (91A05) Stochastic games, stochastic differential games (91A15) Applications of game theory (91A80) Decision theory (91B06)

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(4)

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• Methods for determining optimal mixed strategies in matrix games with correlated random payoffs

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