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 ...
We study utility maximization for power utility random fields with and without intermediate consumption in a general semimartingale model with closed portfolio constraints. We show that any optimal ...
Random Regret Minimization (RRM) has emerged as a complementary paradigm to the traditional Random Utility Maximization framework by positing that individuals aim to minimise the anticipated regret ...
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