On the Robust Optimal Stopping Problem (Q5173275)

From MaRDI portal
Revision as of 23:28, 19 April 2024 by Importer (talk | contribs) (‎Changed an Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article; zbMATH DE number 6399496
Language Label Description Also known as
English
On the Robust Optimal Stopping Problem
scientific article; zbMATH DE number 6399496

    Statements

    title
    On the Robust Optimal Stopping Problem (English)
    0 references
    author
    Erhan Bayraktar
    0 references
    Song Yao
    0 references
    publication date
    9 February 2015
    0 references
    zbMATH Keywords
    robust optimal stopping
    0 references
    zero-sum game
    0 references
    volatility uncertainty
    0 references
    dynamic programming principle
    0 references
    Snell envelope
    0 references
    nonlinear expectation
    0 references
    weak stability
    0 references
    path-dependent stochastic differential equations
    0 references

    Identifiers

    DOI
    10.1137/130950331
    0 references
    Mathematics Subject Classification ID
    60G40
    0 references
    93E20
    0 references
    91A15
    0 references
    60H10
    0 references
    60G44
    0 references
    49L20
    0 references
    91G80
    0 references
    zbMATH DE Number
    6399496
    0 references
    OpenAlex ID
    W3122653308
    0 references
    arXiv ID
    1301.0091
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q5173275&oldid=33725599"
    Powered by MediaWiki