Robust utility maximization without model compactness (Q2797753)
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scientific article; zbMATH DE number 6561490
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Robust utility maximization without model compactness |
scientific article; zbMATH DE number 6561490 |
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31 March 2016
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robust utility maximization
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noncompact uncertainty set
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modular space
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Orlicz space
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worst-case measure
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entropy minimization
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Robust utility maximization without model compactness (English)
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0.8264219760894775
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0.8170782327651978
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0.8164509534835815
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0.8098719716072083
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0.8047930598258972
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