A Classification Approach to General S-Shaped Utility Optimization with Principals' Constraints
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Publication:5139677
DOI10.1137/20M1330993zbMath1454.91124MaRDI QIDQ5139677
Publication date: 10 December 2020
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
classificationoptimal asset allocationdouble s-shaped utility optimizationprincipal-agent conflictsprincipal's constraint
Cites Work
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