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Darinka Dentcheva
affiliation not provided to SSRN
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SCHOLARLY PAPERS
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Scholarly Papers (1)
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1.
Common Mathematical Foundations of Expected Utility and Dual Utility Theories
Number of pages: 23
Posted: 21 Nov 2012
Darinka Dentcheva and
Andrzej Ruszczynski
affiliation not provided to SSRN
and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick
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Abstract:
Preferences, Utility Functions, Rank Dependent Utility Functions, Separation, Choquet Representation
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