在假设证券收益存在有界不确定性的前提下，基于微分对策理论，研究了具有ｎ种证券金融市场中，当交易策略无界时的投资决策问题．首先，建立了证券投资决策的微分对策模型，然后，证明了微分对策模型存在唯一的值函数，并根据微分对策理论推导出了值函数所满足的偏微分方程．最后，基于微分对策的值函数，给出了最差情况下最优的投资策略· On the premise of the existence of bounded uncertainties in the return of securities, based on the differential game theory, we study the investment decision-making problem with n kinds of securities in the financial market when the trading strategy is unbounded. First, the differential game model of securities investment decision-making is established. Then, it is proved that the differential game model has a unique value function and the partial differential equation satisfied by the value function is deduced according to the differential game theory. Finally, the differential game based on the value of the function, given the worst case optimal investment strategy ·