Distribution‐constrained optimal stopping (Q5743126)

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scientific article; zbMATH DE number 7052630
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Distribution‐constrained optimal stopping
scientific article; zbMATH DE number 7052630

    Statements

    title
    Distribution‐constrained optimal stopping (English)
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    DOI
    10.1111/mafi.12171
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    author
    Erhan Bayraktar
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    Christopher W. Miller
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    publication date
    8 May 2019
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    Mathematics Subject Classification ID
    91G20
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    60G40
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    93E20
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    90C39
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    zbMATH DE Number
    7052630
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    zbMATH Keywords
    distribution constraints
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    optimal stopping
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    optimal control
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    robust hedging with a volatility outlook
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    state constraints
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    OpenAlex ID
    W2962894788
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    arXiv ID
    1604.03042
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    cites work
    Q4821526
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    Q3994331
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    Q5189317
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    Q4002114
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    Q4314552
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    Q3395491
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    Q3378055
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    Optimal Stopping Rules
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