A stochastic control approach to robust duality in utility maximization

25 pages

Data and Resources

Additional Info

Field Value
Source https://inria.hal.science/hal-00916676
Author Øksendal, Bernt, Sulem, Agnès
Maintainer CCSD
Last Updated May 7, 2026, 21:05 (UTC)
Created May 7, 2026, 21:05 (UTC)
Identifier hal-00916676
Language en
contributor University of Oslo (UiO)
creator Øksendal, Bernt
date 2013-12-06T00:00:00
harvest_object_id 98cdfa45-4634-4a4c-8bf0-281909cbf923
harvest_source_id 3374d638-d20b-4672-ba96-a23232d55657
harvest_source_title test moissonnage SELUNE
metadata_modified 2025-10-01T00:00:00
relation info:eu-repo/semantics/altIdentifier/arxiv/1304.5040
set_spec type:UNDEFINED