@article{hu:hal-04364587,
TITLE = {Constrained Monotone Mean-Variance Problem with Random Coefficients},
AUTHOR = {Hu, Ying and Shi, Xiaomin and Xu, Zuo Quan},
URL = {https://hal.science/hal-04364587},
JOURNAL = {SIAM Journal on Financial Mathematics},
PUBLISHER = {Society for Industrial and Applied Mathematics },
VOLUME = {14},
NUMBER = {3},
PAGES = {838-854},
YEAR = {2023},
MONTH = Aug, DOI = {10.1137/22M154418X},
KEYWORDS = {monotone mean-variance ; cone constraints ; random coefficients ; robust control},
PDF = {https://hal.science/hal-04364587/file/2212.14188.pdf},
HAL_ID = {hal-04364587},
HAL_VERSION = {v1},
}