Before revision: A celebrated financial application of convex duality theory gives an explicit relation between the following two quantities:   The optimal terminal wealth X^*(T) : = X_{\varphi^*}(T) of the classical problem to maximize the expected U-utility of the terminal wealth X_{\varphi}(T) generated by admissible portfolios \varphi(t) ;
After revision: A celebrated financial application of convex duality theory gives an explicit relation between the following two quantities:  (i) The optimal terminal wealth X^*(T) : = X_{\varphi^*}(T) of the classical problem to maximize the expected U-utility of the terminal wealth X_{\varphi}(T) generated by admissible portfolios \varphi(t) ;