自然博弈的随机最优性原理及其在投资管理中的应用

2021 14th International Conference Management of large-scale system development (MLSD) Pub Date : 2021-09-27 DOI:10.1109/mlsd52249.2021.9600220

V. Gorelik, T. Zolotova

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引用次数: 0

摘要

提出了基于效率和风险评估的自然博弈决策的最优性原则。与博弈论中定义混合策略的传统方法不同，这项工作考虑了原始替代方案的随机收益值的相关性依赖的可能性。

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Stochastic Principles of Optimality in Games with Nature and Their Application in Investment Management

The principle of optimality in decision-making for games with nature, based on assessments of efficiency and risk, is proposed. In contrast to the traditional approach to the definition of a mixed strategy in game theory, this work considers the possibility of a correlation dependence of random values of payoffs for the original alternatives.

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2021 14th International Conference Management of large-scale system development (MLSD)

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