On Level Curves of Value Functions in Optimization Models of Expected Utility
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Publication:2707154
DOI10.1111/1467-9965.00097zbMath1034.91027MaRDI QIDQ2707154
Thaleia Zariphopoulou, Cristian-Ioan Tiu
Publication date: 29 March 2001
Published in: Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1467-9965.00097
90C15: Stochastic programming
91B16: Utility theory
91B26: Auctions, bargaining, bidding and selling, and other market models