Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Stochastic differential portfolio games - MaRDI portal

Stochastic differential portfolio games (Q4503215)

From MaRDI portal
scientific article; zbMATH DE number 1502226
Language Label Description Also known as
English
Stochastic differential portfolio games
scientific article; zbMATH DE number 1502226

    Statements

    title
    Stochastic differential portfolio games (English)
    0 references
    author
    Sid Browne
    0 references
    publication date
    20 November 2000
    0 references
    zbMATH Keywords
    games with discounting
    0 references
    stochastic dynamic game
    0 references
    stochastic zero-sum differential game
    0 references
    probability maximizing game
    0 references
    market price of risk
    0 references

    Identifiers

    Mathematics Subject Classification ID
    91A23
    0 references
    91B28
    0 references
    91A15
    0 references
    93E20
    0 references
    60G40
    0 references
    60J60
    0 references
    zbMATH DE Number
    1502226
    0 references
    OpenAlex ID
    W3123347787
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q4503215&oldid=32268785"
    Powered by MediaWiki