The perturbation method applied to a robust optimization problem with constraint
Author:
Funder
National Natural Science Foundation of China
Publisher
Springer Science and Business Media LLC
Link
https://link.springer.com/content/pdf/10.1007/s11579-024-00358-y.pdf
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5. Chen, Z., Epstein, L.: Ambiguity, risk, and asset returns in continuous time. Econometrica 70(4), 1403–1443 (2002)
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