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

Fuente: arXiv

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Bibliographic Details
Main Authors:	Guan, Guohui, Liang, Zongxia, Ma, Xingjian
Format:	Preprint
Published:	2025
Subjects:	Optimization and Control 90C15, 90C46, 90C47, 91G10
Online Access:	Acceder al recurso
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