Optimal stopping under adverse nonlinear expectation and related games (Q748312)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal stopping under adverse nonlinear expectation and related games |
scientific article |
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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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