Law invariant concave utility functions and optimization problems with monotonicity and comonotonicity constraints (Q3417654)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Law invariant concave utility functions and optimization problems with monotonicity and comonotonicity constraints |
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Statements
Law invariant concave utility functions and optimization problems with monotonicity and comonotonicity constraints (English)
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30 January 2007
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law invariant utility functions
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constrained dynamic optimization
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risk sharing
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