摘要翻译：
本文推广了[4]}的稳定性结果，将效用最大化问题定义为财富过程的终值的条件期望的本质上确界，条件是在停止时刻$\tau$处的过滤。为了建立我们的结果，我们将凸分析的经典结果推广到从$l^0$到$l^0$的映射。在我们的分析中，凸紧性的概念起了重要作用。
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英文标题：
《On the Stability of Utility Maximization Problems》
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作者：
Erhan Bayraktar, Ross Kravitz
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最新提交年份：
2011
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分类信息：

一级分类：Quantitative Finance        数量金融学
二级分类：Portfolio Management        项目组合管理
分类描述：Security selection and optimization, capital allocation, investment strategies and performance measurement
证券选择与优化、资本配置、投资策略与绩效评价
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一级分类：Mathematics        数学
二级分类：Optimization and Control        优化与控制
分类描述：Operations research, linear programming, control theory, systems theory, optimal control, game theory
运筹学，线性规划，控制论，系统论，最优控制，博弈论
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一级分类：Mathematics        数学
二级分类：Probability        概率
分类描述：Theory and applications of probability and stochastic processes: e.g. central limit theorems, large deviations, stochastic differential equations, models from statistical mechanics, queuing theory
概率论与随机过程的理论与应用：例如中心极限定理，大偏差，随机微分方程，统计力学模型，排队论
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英文摘要：
  In this paper we extend the stability results of [4]}. Our utility maximization problem is defined as an essential supremum of conditional expectations of the terminal values of wealth processes, conditioned on the filtration at the stopping time $\tau$. To establish our results, we extend the classical results of convex analysis to maps from $L^0$ to $L^0$. The notion of convex compactness introduced in [7] plays an important role in our analysis.
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PDF链接：
https://arxiv.org/pdf/1010.4322