Equilibrium Strategies for Alpha-Maxmin Expected Utility Maximization (Q5227410)
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scientific article; zbMATH DE number 7086439
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Equilibrium Strategies for Alpha-Maxmin Expected Utility Maximization |
scientific article; zbMATH DE number 7086439 |
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Equilibrium Strategies for Alpha-Maxmin Expected Utility Maximization (English)
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26 July 2019
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alpha-maxmin expected utility
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robust utility maximization
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dynamic inconsistency
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open-loop equilibrium
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system of quadratic BSDE
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