<i>G</i>-expected utility maximization with ambiguous equicorrelation (Q4991082)
From MaRDI portal
scientific article; zbMATH DE number 7353686
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | <i>G</i>-expected utility maximization with ambiguous equicorrelation |
scientific article; zbMATH DE number 7353686 |
Statements
<i>G</i>-expected utility maximization with ambiguous equicorrelation (English)
0 references
2 June 2021
0 references
ambiguous equicorrelation
0 references
\(G\)-expectation
0 references
expected utility maximization
0 references
Hamilton-Jacobi-Bellman-Isaacs equation
0 references
worst-case optimization
0 references
system of polynomial equations
0 references
0 references
0 references
0 references
