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Latest revision as of 15:07, 6 July 2024

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Robust utility maximization for a diffusion market model with misspecified coefficients
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    Robust utility maximization for a diffusion market model with misspecified coefficients (English)
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    18 July 2013
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    maximin problem
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    saddle point
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    Hamilton-Jacobi-Bellman-Isaacs equation
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    robust utility maximization
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    generalized control
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