We study the dual formulation of the utility maximization problem in incomplete markets when the utility function is finitely valued on the whole real line. We extend the existing results in this ...
2021 AUG 12 (NewsRx) -- By a News Reporter-Staff News Editor at Insurance Daily News-- A new study on Mathematics - Applied Mathematics is now available. According to news reporting originating from ...
We design a dynamic rate scheduling policy of Markov type by using the solution (a social optimal Nash equilibrium point) to a utility-maximization problem over a randomly evolving capacity set for a ...
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