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Robust Utility Maximization with Intractable Claims under Distributional Ambiguity: A Random Distributionally Robust Optimization Approach

Guan, Guohui et al. · 2025
arXiv (OAI) · Papers · License: Open Access · 2025
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optimization and control, 90c15, 90c46, 90c47, 91g10
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Record · ID 147121
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