Schied, Alexander (contributor) - 2007
combines recent results by Wittm¨uss (2007) on the duality theory of robust
optimization of consumption with a stochastic … models. Math. Oper. Research. 30, No. 3, 750-764.
[24] Schied, A. (2006) Risk measures and robust optimization problems … management. Finance Stochast.
6, 517-537.
[28] Wittm¨uß, W. (2006) Robust optimization of consumption with random endowment …