Application of Stochastic Matrix Game in Investment Decision-making

摘要：

In this paper, two-person zero-sum finite game theory is used to make one companys optimal investment planning. A new model is proposed. In the condition of without knowing future market status, we get the optimal investment scheme. An example shows that our model is reasonable and practical.

关键词： game theory stochastic payoff matrix investment planning

作者: Li-lin Zhang Chang-yin Zhou Rui Li

作者单位: College of Information Science and Engineering, Shandong University of Science and Technology, Qingd College of Sciences, Northeastern University, Shenyang, 110004, China

会议类型: 国际会议

会议名称: 第二届中国对策论及其应用国际学术会议(The Second International Conference on Game Theory and Applications)

会议地点: 青岛

会议语种:英文

页码: 287-289

在线出版日期: 2007-09-17（万方平台首次上网日期，不代表论文的发表时间）