scientific article; zbMATH DE number 3720626

MaRDI QIDQ3910258zbMATH OpenFDO

Authors Paul Van Moeseke

Publication date 1980

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

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3910258)