On the robust Dynkin game (Q2403140)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6775360
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | On the robust Dynkin game |
scientific article; zbMATH DE number 6775360 |
Statements
On the robust Dynkin game (English)
0 references
15 September 2017
0 references
robust Dynkin game
0 references
nonlinear expectation
0 references
dynamic programming principle
0 references
control in weak formulation
0 references
weak stability under pasting
0 references
martingale approach
0 references
path-dependent stochastic differential equations with control
0 references
optimal triplet
0 references
optimal stopping with random maturity
0 references
0.8398960828781128
0 references
0.8140197992324829
0 references
0.8116673827171326
0 references
0.8110880851745605
0 references
0.8075331449508667
0 references
