Robust Utility Optimization via a GAN Approach
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- Igor Cialenco & Gabriela Kov'av{c}ov'a, 2024. "Vector-valued robust stochastic control," Papers 2407.00266, arXiv.org.
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NEP fields
This paper has been announced in the following NEP Reports:- NEP-BIG-2024-04-29 (Big Data)
- NEP-CMP-2024-04-29 (Computational Economics)
- NEP-UPT-2024-04-29 (Utility Models and Prospect Theory)
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