Monetary Utility Functions on $C_b(X)$ Spaces
Probability
2022-09-20 v1 Optimization and Control
Abstract
We will characterise robust monetary utility functions defined on the space of real valued (bounded) continuous functions on a Polish space.
Cite
@article{arxiv.2209.08137,
title = {Monetary Utility Functions on $C_b(X)$ Spaces},
author = {Freddy Delbaen},
journal= {arXiv preprint arXiv:2209.08137},
year = {2022}
}