An efficient numerical method for the robust optimal investment problem with general utility functions
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Publication:2691508
DOI10.3934/JIMO.2022212OpenAlexW4312800110MaRDI QIDQ2691508
Publication date: 29 March 2023
Published in: Journal of Industrial and Management Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3934/jimo.2022212
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Cites Work
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