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scientific article; zbMATH DE number 6416872
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scientific article; zbMATH DE number 6416872

    Statements

    author
    Csilla Krommerová
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    Igor Melicherčík
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    publication date
    19 March 2015
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    zbMATH Keywords
    power utility maximization
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    risk management
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    convex constraints
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    Identifiers

    Mathematics Subject Classification ID
    91G10
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    49L20
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    91G20
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    zbMATH DE Number
    6416872
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