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First, an extended motivation why a discrete-time framework is important to be studied, is given. One of the reasons is that  some interesting real-life problems are not tractable in the framework of the continuous-time setting. Furthermore, if the parameters in the discrete-time financial markets are chosen appropriately, they can be regarded as an approximation of continuous-time models. This observation serves for the authors as another reason for the importance of considering the worst-case portfolio optimization problem in a discrete-time setting. In the spirit of this approach,  the worst-case optimal portfolio processes  for the logarithmic utility function by an indifference argument are derived, and a  simple portfolio problem with a jump process model for the stock price is solved as an example. Then the authors turn to a more general study of the worst-case portfolio optimization problem in discrete time. They  derive a system of dynamic programming equations and  verify the optimal strategies as a system of difference equations. These results are  applied to the power utility, log utility and exponential utility functions. 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