Optimal stopping under adverse nonlinear expectation and related games (Q748312)
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scientific article; zbMATH DE number 6496382
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Optimal stopping under adverse nonlinear expectation and related games |
scientific article; zbMATH DE number 6496382 |
Statements
Optimal stopping under adverse nonlinear expectation and related games (English)
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20 October 2015
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controller-and-stopper game
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optimal stopping
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saddle point
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nonlinear expectation
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\(G\)-expectation
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0.9519843
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0.9327718
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0.9296987
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0.92599857
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0.9231672
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0.9178527
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0.9110124
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0.90732306
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0.90687364
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