scientific article; zbMATH DE number 3720626

zbMATH Open0459.90003MaRDI QIDQ3910258FDOQ3910258

Authors: Paul Van Moeseke 

Publication date: 1980

Title of this publication is not available (Why is that?)

zbMATH Keywords

optimal portfoliogame solutionset of efficient portfoliosstochastic portfolio programmingtransformation to a two-person game

Mathematics Subject Classification ID

Stochastic programming (90C15) Other game-theoretic models (91A40)

Cited In (1)

• Dynamic risk programming with learning adjustment

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