An Extended McKean — Vlasov Dynamic Programming Approach to Robust Equilibrium Controls under Ambiguous Covariance Matrix
Year of publication: |
2020
|
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Authors: | Lei, Qian ; Pun, Chi Seng |
Publisher: |
[S.l.] : SSRN |
Subject: | Theorie | Theory | Dynamische Optimierung | Dynamic programming | Robustes Verfahren | Robust statistics | Entscheidung unter Unsicherheit | Decision under uncertainty | Mathematische Optimierung | Mathematical programming |
Extent: | 1 Online-Ressource (34 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 20, 2020 erstellt |
Other identifiers: | 10.2139/ssrn.3581429 [DOI] |
Classification: | C72 - Noncooperative Games ; D81 - Criteria for Decision-Making under Risk and Uncertainty ; G11 - Portfolio Choice |
Source: | ECONIS - Online Catalogue of the ZBW |
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