Optimal stopping for dynamic convex risk measures (Q1928868): Difference between revisions

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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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+Existence of Optimal Strategies Based on Specified Information, for a Class of Stochastic Decision Problems
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+Martingale approach to stochastic control with discretionary stopping
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+DYNAMIC INDIFFERENCE VALUATION VIA CONVEX RISK MEASURES
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+Probability with Martingales
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