Maximization of Nonconcave Utility Functions in Discrete-Time Financial Market Models.

Laurence Carassus Miklós Rásonyi

Published in: Math. Oper. Res. (2016)

Keyphrases

utility function
multi attribute
financial markets
probabilistic model
decision support system
trading systems
objective function
long term
case based reasoning
decision makers
decision problems
stock market
influence diagrams
preference elicitation
utility theory
quasi linear