Optimal stopping under model uncertainty in a general setting

DOI10.3934/PUQR.2025019MaRDI QIDQ7323117zbMATH OpenFDO

Authors Ihsan Arharas, S. Bouhadou, Astrid Hilbert, Youssef Ouknine

Publication date 1 September 2026

Published in Probability, Uncertainty and Quantitative Risk (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3934/PUQR.2025019

Mathematics Subject Classification ID

General theory of stochastic processes (60G07) Stopping times; optimal stopping problems; gambling theory (60G40) Applications of stochastic analysis (to PDEs, etc.) (60H30)

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