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Dual Characterization of the Value Function in the Robust Utility Maximization Problem

✍ Scribed by Gushchin, A. A.

Book ID: 115438890
Publisher: Society for Industrial and Applied Mathematics
Year: 2011
Tongue: English
Weight: 272 KB
Volume: 55
Category: Article
ISSN: 0040-585X
DOI: 10.1137/s0040585x9798508x

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