Robust expected utility maximization with medial limits (Q1633590)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust expected utility maximization with medial limits |
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Robust expected utility maximization with medial limits (English)
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20 December 2018
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robust expected utility maximization
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convex duality
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Choquet capacitability
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medial limit
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moment constraints
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Wasserstein distance
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