Pages that link to "Item:Q292928"

The following pages link to Optimal stopping under model uncertainty: randomized stopping times approach (Q292928):

Displaying 9 items.

• Minimax theorems for American options without time-consistency (Q1711726) (← links)
• Solving optimal stopping problems under model uncertainty via empirical dual optimisation (Q2153522) (← links)
• Optimal stopping time on semi-Markov processes with finite horizon (Q2156383) (← links)
• Two explicit Skorokhod embeddings for simple symmetric random walk (Q2274306) (← links)
• On the controller-stopper problems with controlled jumps (Q2318101) (← links)
• Risk-Averse Stochastic Programming: Time Consistency and Optimal Stopping (Q5106377) (← links)
• Randomized Optimal Stopping Algorithms and Their Convergence Analysis (Q5162847) (← links)
• Optimal Stopping Under Uncertainty in Drift and Jump Intensity (Q5219694) (← links)
• Optimal stopping under model ambiguity: A time‐consistent equilibrium approach (Q6054370) (← links)