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Teoriya Veroyatnostei i ee Primeneniya, 2011, Volume 56, Issue 2, Pages 374–384
DOI: https://doi.org/10.4213/tvp4381 (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
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DOI: https://doi.org/10.4213/tvp4381
Received: 05.03.2011
English version:
Theory of Probability and its Applications, 2011, Volume 56, Issue 2, Pages 327–337
DOI: https://doi.org/10.1137/S0040585X97985431
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: I. S. Morozov, “Differentiability of objective function in robast utility maximization”, Teor. Veroyatnost. i Primenen., 56:2 (2011), 374–384; Theory Probab. Appl., 56:2 (2011), 327–337
Citation in format AMSBIB
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