Robust utility maximisation with intractable claims (Q6074011)
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scientific article; zbMATH DE number 7748831
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust utility maximisation with intractable claims |
scientific article; zbMATH DE number 7748831 |
Statements
Robust utility maximisation with intractable claims (English)
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12 October 2023
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intractable claim
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robust model
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quantile formulation
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calculus of variations
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variational inequalities
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rank-dependent utility
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