Risk preferences on the space of quantile functions
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Publication:484133
DOI10.1007/s10107-013-0724-2zbMath1311.91126OpenAlexW2017380677MaRDI QIDQ484133
Ruszczyński, Andrzej, Dentcheva, Darinka
Publication date: 18 December 2014
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10107-013-0724-2
Utility theory (91B16) Applications of functional analysis in optimization, convex analysis, mathematical programming, economics (46N10) Duality theory (optimization) (49N15)
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