Dual Characterization of the Value Function in the Robust Utility Maximization Problem (Q2882299)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dual Characterization of the Value Function in the Robust Utility Maximization Problem |
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Dual Characterization of the Value Function in the Robust Utility Maximization Problem (English)
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4 May 2012
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dual problem
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\(f\)-divergence
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utility maximization
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robust utility
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