scientific article; zbMATH DE number 6874783

DOI10.3969/j.issn.1001-8395.2017.05.016zbMath1399.91013MaRDI QIDQ4640941

Xiaojian Xi, Peng Yang, Qi Liu

Publication date: 25 May 2018

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

investmentstochastic differential gamesmean-variance criterionpower utility

Mathematics Subject Classification ID

Decision theory (91B06) Differential games (aspects of game theory) (91A23) Applications of game theory (91A80) Utility theory (91B16) Optimal stochastic control (93E20) Financial applications of other theories (91G80) Stochastic games, stochastic differential games (91A15)

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