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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 2010 Volume 55, Issue 4, Pages 680–704 (Mi tvp4278)

This article is cited in 5 papers

Dual characterization of value function in maximization problem of robast utility

A. A. Gushchin

Steklov Mathematical Institute, Russian Academy of Sciences

Received: 16.02.2010

DOI: 10.4213/tvp4278


 English version:
Theory of Probability and its Applications, 2011, 55:4, 611–630

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