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Search: subject:"non-concave utility functions"
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ECONIS (ZBW)
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Utility preference robust optimization with moment-type information structure
Guo, Shaoyan
;
Xu, Huifu
;
Zhang, Sainan
- In:
Operations research
72
(
2024
)
5
,
pp. 2241-2261
Persistent link: https://www.econbiz.de/10015361808
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2
No-arbitrage and optimal investment with possibly non-concave utilities : a measure theoretical approach
Blanchard, Romain
;
Carassus, Laurence
;
Rásonyi, Miklós
- In:
Mathematical methods of operations research
88
(
2018
)
2
,
pp. 241-281
Persistent link: https://www.econbiz.de/10011935667
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3
Existence of solutions in non-convex dynamic programming and optimal investment
Pennanen, Teemu
;
Perkkiö, Ari-Pekka
;
Rásonyi, Miklós
- In:
Mathematics and financial economics
11
(
2017
)
2
,
pp. 173-188
Persistent link: https://www.econbiz.de/10011900537
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