Nonconcave Robust Utility Maximization under Projective Determinacy

arXiv2403.11824MaRDI QIDQ6526546FDOQ6526546

Authors: Laurence Carassus, Massinissa Ferhoune 

Mathematics Subject Classification ID

Utility theory (91B16) Financial applications of other theories (91G80) Optimal stochastic control (93E20) Descriptive set theory (topological aspects of Borel, analytic, projective, etc. sets) (54H05) Set-valued set functions and measures; integration of set-valued functions; measurable selections (28B20) Probabilistic measure theory (60A10)

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