Certainty equivalents and information measures: Duality and extremal principles
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Publication:1177028
DOI10.1016/0022-247X(91)90145-PzbMath0736.94004MaRDI QIDQ1177028
Marc Teboulle, Aharon Ben-Tal, Adi Ben-Israel
Publication date: 25 June 1992
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
distributionsexpected utilityrecourse certainty equivalentCsiszár's \(\phi\)-divergence between probabilitydecision theory under riskeconomics of riskranking random variablesYaari's certainty equivalent
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