主讲人简介：费为银，安徽工程大学教授，数理学院院长，南京理工大学博士生导师。
内容摘要：By the calculus of Peng's G-sublinear expectation and G-Brownian motion on a sublinear expectation space, we first set up an optimality principle of stochastic control problem. Then we investigate an optimal consumption and portfolio decision with a volatility ambiguity by the derived verification theorem. Next the two-fund separation theorem is explicitly obtained. And an illustrative example is provided.
讲座语言：中文
