Risk and Utility in the Duality Framework of Convex Analysis

DOI10.1007/978-3-030-36568-4_3zbMath1444.91091OpenAlexW3011669652MaRDI QIDQ3298014

R. Tyrrell Rockafellar

Publication date: 21 July 2020

Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-030-36568-4_3

zbMATH Keywords

utilityriskconvex analysisconjugate duality

Mathematics Subject Classification ID

Utility theory (91B16) Risk models (general) (91B05)

Uses Software

• ROME

Cites Work

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