基于α-最大最小均值方差效用准则的鲁棒n-智能体异质投资-消费博弈
Robust n-Agent Heterogeneous Investment-Consumption Game Under $$\alpha $$-Maxmin Mean-Variance-Utility Criterion
Journal of Optimization Theory and Applications · 2025
被引 1
ABS 3
- Guohui Guan
- Zongxia Liang 通讯
金融经济学博弈论鲁棒优化投资组合理论不确定性决策