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Updated: Apr 29, 2026

Measuring the Subjective Value of Risky and Ambiguous Options using Experimental Economics and Functional MRI Methods
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S-shaped Utility Maximization with VaR Constraint and Partial Information

Dongmei Zhu1, Ashley Davey2, Harry Zheng2

  • 1School of Economics and Management, Southeast University, Nangjing, China.

Journal of Optimization Theory and Applications
|April 28, 2026
PubMed

Keywords:
Bayesian filterDual controlPartial informationPhysics informed neural networkS-shaped utility maximizationVaR constraint

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