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Expected utility maximization
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Mathematics
Area of mathematics
Mathematical optimization
Mathematical finance
Utility function
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Words: 124
Articles: 3
Expected utility maximization chooses an admissible random payoff
X
to maximize
E
[
U
(
X
)]
.
Table of contents
124
3
Utility indifference price
Expected utility maximization
30
Optimized affine shift of concave utility
Expected utility maximization
50
Scaled centered risk under concave utility
Expected utility maximization
30
Ancestors
(6)
Utility function
Mathematical finance
Mathematical optimization
Area of mathematics
Mathematics
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