Uncertainty and inside information
From MaRDI portal
Publication:261231
DOI10.3934/jdg.2016001zbMath1391.91146OpenAlexW4243272568MaRDI QIDQ261231
Ioannis D. Baltas, Athanasios N. Yannacopoulos
Publication date: 23 March 2016
Published in: Journal of Dynamics and Games (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3934/jdg.2016001
Bellman-Isaacs equationrobust optimizationportfolio managementstochastic differential gamesinside information
Optimal stochastic control (93E20) Stochastic games, stochastic differential games (91A15) Portfolio theory (91G10)
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