Optimal stopping under model uncertainty: randomized stopping times approach (Q292928): Difference between revisions

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+.2240
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+Normal rank
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+Thin subspaces of<i>L</i><sup>1</sup>(λ)
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+Normal rank
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+SKOROKHOD EMBEDDINGS IN BOUNDED TIME
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+Normal rank
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+Compactness of stopping times
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+Optimal stopping for dynamic convex risk measures
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+Optimal stopping for non-linear expectations. I
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+Optimal stopping for non-linear expectations. II
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+Solving optimal stopping problems via empirical dual optimization
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+Penalty Functions and Duality in Stochastic Programming Via ϕ-Divergence Functionals
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+AN OLD‐NEW CONCEPT OF CONVEX RISK MEASURES: THE OPTIMIZED CERTAINTY EQUIVALENT
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+Dynamic risk measures: Time consistency and risk measures from BMO martingales
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+On Fan's minimax theorem
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+Optimal stopping under ambiguity in continuous time
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+Coherent and convex monetary risk measures for bounded càdlàg processes
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+Dynamic monetary risk measures for bounded discrete-time processes
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+RISK MEASURES ON ORLICZ HEARTS
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+Representation of the penalty term of dynamic concave utilities
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+Conditional and dynamic convex risk measures
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+Q3959878
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+Stopping Times and Directed Processes
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+On a theorem of Dvoretsky, Wald, and Wolfowitz concerning Liapounov Measures
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+Minimax Theorems
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+Convex risk measures and the dynamics of their penalty functions
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+On convex risk measures on \(L^{p}\)-spaces
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+On a Theorem of Lyapunov
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+Representations for Optimal Stopping under Dynamic Monetary Utility Functionals
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+A generalization of Lyapunov’s convexity theorem with applications in optimal stopping
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+Representation results for law invariant time consistent functions
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+Optimal Stopping With Multiple Priors
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+Variational Analysis
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+Monte Carlo valuation of American options
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+Q4855386
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+Optimal stopping under probability distortion
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