Convergence of utility functions and convergence of optimal strategies.

Elyès Jouini Clotilde Napp

Published in: Finance Stochastics (2004)

Keyphrases

utility function
optimal strategy
expected utility
decision problems
multi attribute
optimization criterion
data mining
multi dimensional
risk aversion
neural network
evolutionary algorithm
special case
decision theoretic
expected cost
preference elicitation
quasi linear