Duality theory under model uncertainty for non-concave utility functions (Q5135999)
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scientific article; zbMATH DE number 7277710
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Duality theory under model uncertainty for non-concave utility functions |
scientific article; zbMATH DE number 7277710 |
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Duality theory under model uncertainty for non-concave utility functions (English)
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24 November 2020
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robust utility maximization functional
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minimax problem
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concavization
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