Differentiability of the value function in the robust utility maximization problem (Q4905018)
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scientific article; zbMATH DE number 6136030
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| English | Differentiability of the value function in the robust utility maximization problem |
scientific article; zbMATH DE number 6136030 |
Statements
Differentiability of the Value Function in the Robust Utility Maximization Problem (English)
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14 February 2013
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robust utility maximization problem
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differentiability of value function
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power
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exponential or logarithmic utility functions
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0.8141183853149414
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0.8060626983642578
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0.8027235269546509
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0.7875916361808777
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0.7772373557090759
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