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Consumption-investment problems with the one-shot decision theory.

Y. LiPeijun Guo
Published in: IFSA/NAFIPS (2013)
Keyphrases
  • decision theory
  • decision making
  • decision theoretic
  • optimization problems
  • utility function
  • robust optimization
  • pattern recognition
  • test problems
  • decision analysis
  • preference elicitation