Robust Utility Maximization without Model Compactness (Q2797753)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust Utility Maximization without Model Compactness |
scientific article |
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Robust Utility Maximization without Model Compactness (English)
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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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