Dual characterization of value function in maximization problem of robast utility
A. A. Gushchin

This publication is cited in the following articles:

1. A. A. Farvazova, “Robust utility maximization in terms of supermartingale measures”, Moscow University Mathematics Bulletin, 77:6 (2022), 20–26        
2. A. A. Farvazova, “Dual robust utility maximization problem”, Moscow University Mathematics Bulletin, 77:4 (2022), 176–182        
3. Oksendal B., Sulem A., “Dynamic Robust Duality in Utility Maximization”, Appl. Math. Optim., 75:1 (2017), 117–147          
4. A. A. Gushchin, R. V. Khasanov, I. S. Morozov, “Some functional analytic tools for utility maximization”, Springer Optimization and Its Applications, 90 (2014), 267–285    
5. I. S. Morozov, “Differentiability of objective function in robast utility maximization”, Theory Probab. Appl., 56:2 (2011), 327–337