A set optimization approach to utility maximization under transaction costs (Q1693856)
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scientific article; zbMATH DE number 6833086
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A set optimization approach to utility maximization under transaction costs |
scientific article; zbMATH DE number 6833086 |
Statements
A set optimization approach to utility maximization under transaction costs (English)
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31 January 2018
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utility maximization
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non-complete preference
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multi-utility representation
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set optimization
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duality theory
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transaction costs
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