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JOURNALS
// Teoriya Veroyatnostei i ee Primeneniya
// Archive
Teor. Veroyatnost. i Primenen.,
2011
Volume 56,
Issue 2,
Pages
374–384
(Mi tvp4381)
Short Communications
Differentiability of objective function in robast utility maximization
I. S. Morozov
M. V. Lomonosov Moscow State University, Faculty of Mechanics and Mathematics
Received:
05.03.2011
DOI:
10.4213/tvp4381
Fulltext:
PDF file (209 kB)
References
English version:
Theory of Probability and its Applications, 2011,
56
:2,
327–337
Bibliographic databases:
©
Steklov Math. Inst. of RAS
, 2024
Fulltext:
PDF file (209 kB)