Optimal stopping under probability distortion (Q1948688): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q1285494 |
||
| Property / author | |||
| Property / author: Xun Yu Zhou / rank | |||
Revision as of 19:28, 22 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal stopping under probability distortion |
scientific article |
Statements
Optimal stopping under probability distortion (English)
0 references
24 April 2013
0 references
optimal stopping
0 references
probability distortion
0 references
Choquet expectation
0 references
probability distribution/quantile function
0 references
Skorokhod embedding
0 references
\(S\)-shaped function
0 references
reverse \(S\)-shaped function
0 references
