Nonconcave Robust Optimization under Knightian Uncertainty

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Date

2017-11-09

Type

Working Paper

ETH Bibliography

yes

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Permanent link

https://doi.org/10.3929/ethz-b-000219157

Publication status

published

External links

Journal / series

arXiv

Publisher

Cornell University

Subject

Nonconcave robust optimization; Robust utility maximization

Organisational unit

03844 - Soner, Mete (emeritus) / Soner, Mete (emeritus)

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ETH Bibliography

yes

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Research Collection