On the robust Dynkin game (Q2403140)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the robust Dynkin game |
scientific article |
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
