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Scientific session of the Steklov Mathematical Institute of RAS dedicated to the results of 2022
November 23, 2022 15:40–15:55, Moscow, online
 


Ýâîëþöèîííî îïòèìàëüíûå ñòðàòåãèè â äèíàìè÷åñêèõ ñëó÷àéíûõ èãðàõ

M. V. Zhitlukhin
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References
  1. Yaroslav Drokin, Mikhail Zhitlukhin, “Relative growth optimal strategies in an asset market game”, Ann. Finance, 16 (2020), 529–546  mathnet  crossref  mathscinet  isi  scopus
  2. Mikhail Zhitlukhin, “Survival investment strategies in a continuous-time market model with competition”, Int. J. Theor. Appl. Finance, 24:1 (2021), 2150001, 24 pp.  mathnet  crossref  isi  scopus
  3. Mikhail Zhitlukhin, “A continuous-time asset market game with short-lived assets”, Finance Stoch., 26 (2022), 587–630, arXiv: 2008.13230  mathnet  crossref
  4. Mikhail Zhitlukhin, “Asymptotic minimization of expected time to reach a large wealth level in an asset market game”, Stochastics, 2022, 1–12, arXiv: 2007.04909  mathnet  crossref


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