Optimal Saving by Expected Utility Operators

This paper studies an optimal saving model in which risk is represented by a fuzzy number and the total utility function of the model is defined by an expected utility operator. This model generalizes some existing possibilistic saving models and from them, by a particularization, one can obtain new...

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Bibliographic Details
Main Authors: Irina Georgescu, Jani Kinnunen
Format: Article
Published: MDPI AG 2020-02-01
Online Access:https://www.mdpi.com/2075-1680/9/1/17