Please use this identifier to cite or link to this item: https://scholarbank.nus.edu.sg/handle/10635/246686
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dc.titleROBUST PORTFOLIO SELECTION AND MEAN FIELD PORTFOLIO GAMES
dc.contributor.authorLI MENGGE
dc.date.accessioned2024-01-11T18:00:22Z
dc.date.available2024-01-11T18:00:22Z
dc.date.issued2023-10-02
dc.identifier.citationLI MENGGE (2023-10-02). ROBUST PORTFOLIO SELECTION AND MEAN FIELD PORTFOLIO GAMES. ScholarBank@NUS Repository.
dc.identifier.urihttps://scholarbank.nus.edu.sg/handle/10635/246686
dc.language.isoen
dc.subjectportfolio optimization, robust control, Mean field game, Nash equilibrium, generally equilibrium, heterogeneous preferences
dc.typeThesis
dc.contributor.departmentMATHEMATICS
dc.contributor.supervisorChao Zhou
dc.description.degreePh.D
dc.description.degreeconferredDOCTOR OF PHILOSOPHY (FOS)
dc.identifier.orcid0009-0002-5022-8655
Appears in Collections:Ph.D Theses (Closed)

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