Dual problem of robust utility maximization (Q2104401)
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scientific article; zbMATH DE number 7628036
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Dual problem of robust utility maximization |
scientific article; zbMATH DE number 7628036 |
Statements
Dual problem of robust utility maximization (English)
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7 December 2022
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utility maximization
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dual problem
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robust utility
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Orlicz space
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Fenchel duality
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\(f\)-divergence
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random endowment
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0.8870381712913513
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0.8745051026344299
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0.8640850186347961
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0.8575504422187805
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