Optimal stopping with nonlinear expectation: geometric and algorithmic solutions (Q6907641)
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scientific article; zbMATH DE number 8114331
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Optimal stopping with nonlinear expectation: geometric and algorithmic solutions |
scientific article; zbMATH DE number 8114331 |
Statements
Optimal stopping with nonlinear expectation: geometric and algorithmic solutions (English)
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1 November 2025
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optimal stopping
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Markov property
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nonlinear expectation
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risk measure
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algorithm
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