Haskell_Objective_2012外文电子书籍.pdfVIP

Optimization with stochastic objectives William B. Haskell, J. George Shanthikumar, Z. Max Shen May 11, 2012 Abstract We consider ambiguity in risk preferences in expected utility maximization (EUM). The choice of utility function is an expression of risk preferences, so we model ambiguity in terms of a continuum of utility functions. At first, this problem is motiva