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Constrained non-concave utility maximization: An application to life insurance contracts with guarantees.

An ChenPeter HieberThai Nguyen
Published in: Eur. J. Oper. Res. (2019)
Keyphrases
  • utility maximization
  • utility function
  • stochastic gradient
  • objective function
  • supply chain
  • decision making
  • decision makers
  • linear programming