Optimal stopping under adverse nonlinear expectation and related games (Q748312)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Optimal stopping under adverse nonlinear expectation and related games |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal stopping under adverse nonlinear expectation and related games |
scientific article |
Statements
Optimal stopping under adverse nonlinear expectation and related games (English)
0 references
20 October 2015
0 references
controller-and-stopper game
0 references
optimal stopping
0 references
saddle point
0 references
nonlinear expectation
0 references
\(G\)-expectation
0 references
0 references
0 references
0 references
