{"id":"W3197281220","doi":"10.1007/s00245-023-10037-x","title":"Non-concave Expected Utility Optimization with Uncertain Time Horizon","year":2023,"lang":"en","type":"article","venue":"Applied Mathematics & Optimization","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":5,"is_retracted":false,"has_abstract":true,"ca_institutions":"Université Laval; Actua","funders":"Natural Sciences and Engineering Research Council of Canada; Universität Ulm","keywords":"Time horizon; Horizon; Portfolio; Mathematical optimization; Mathematics; Function (biology); Concave function; Portfolio optimization; Stopping time; Regular polygon; Mathematical economics; Economics; Finance; Statistics","routes":{"ca_aff":true,"ca_fund":true,"ca_venue":false,"about_ca":false,"invisible_to_affiliation_only":false},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002584155,0.0007951701,0.001425948,0.0004563348,0.0003015199,0.001312246,0.001055551,0.001130145,0.001983443],"category_scores_gemma":[0.007348122,0.0005838469,0.0008359493,0.0005622486,0.001139433,0.001438753,0.000794716,0.001262118,0.0001586137],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001603854,"about_ca_system_score_gemma":0.0009854771,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.005330185,"about_ca_topic_score_gemma":0.002081325,"domain_scores_codex":[0.9990104,0.0005195285,0.00003177342,0.0001314219,0.0001321168,0.000174724],"domain_scores_gemma":[0.9970783,0.00212531,0.0003018836,0.0001090528,0.0002263444,0.0001591225],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","study_design_scores_codex":[0.00004495555,0.00002098207,0.0002530297,0.00003409474,0.00001955183,0.0001174534,0.00002253164,0.9681764,0.0006142434,0.0285662,0.0001655521,0.001965008],"study_design_scores_gemma":[0.000004344308,0.000009329283,0.00009158262,0.00000264244,0.000002912711,0.000007334638,0.00000485172,0.9942311,0.00011391,0.005465979,0.00006258133,0.000003458511],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.1223881,0.0004399538,0.8726449,0.0005401096,0.0000366778,0.00003750314,0.0001037678,0.00007408922,0.003734894],"genre_scores_gemma":[0.9696293,0.0001748503,0.02662252,0.00005691986,0.00001843583,0.00004616514,0.00006385332,0.00003037405,0.003357726],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.005330185,"threshold_uncertainty_score":0.01366651,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.01935116334809925,"score_gpt":0.2138476978119282,"score_spread":0.1944965344638289,"validation_status":"score_only:v0-immature-baseline","note":"Baseline scores from an immature model (maturity gate not passed). Scores rank; they never assert a category."}}