Dual characterization of the value function in the robust utility maximization problem (Q2882299)
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scientific article; zbMATH DE number 6030170
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| English | Dual characterization of the value function in the robust utility maximization problem |
scientific article; zbMATH DE number 6030170 |
Statements
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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Dual characterization of the value function in the robust utility maximization problem (English)
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0.8870381712913513
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0.8523276448249817
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0.8466977477073669
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0.8402600884437561
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0.8315005302429199
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