Robust utility maximization under model uncertainty via a penalization approach (Q2120592)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust utility maximization under model uncertainty via a penalization approach |
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Robust utility maximization under model uncertainty via a penalization approach (English)
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1 April 2022
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robust portfolio optimization
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GANs
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Monte Carlo
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HJBI equation
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differential games
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