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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
金融经济学博弈论鲁棒优化投资组合理论不确定性决策