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scientific article; zbMATH DE number 6395624

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Publication:5497160
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zbMATH Open1313.91048MaRDI QIDQ5497160

Andrzej Ruszczyński, Darinka Dentcheva

Publication date: 3 February 2015



Title of this publication is not available (Why is that?)


zbMATH Keywords

separationpreference relationschoquet integral representationdual utility theory


Mathematics Subject Classification ID

Utility theory (91B16) Applications of functional analysis in optimization, convex analysis, mathematical programming, economics (46N10)



Related Items (4)

Risk and Utility in the Duality Framework of Convex Analysis ⋮ Duality theory for robust utility maximisation ⋮ Title not available (Why is that?) ⋮ Duality theory for concavification of utility functions in incomplete market model






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