@article{nonconcaveexpectedutilityoptimization,
  title = {Non-concave expected utility optimization with uncertain time horizon},
  author = {Christian Dehm and Thai Nguyen and Mitja Stadje},
  year = {2020},
  eprint = {2005.13831},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2005.13831v4},
}