Pages that link to "Item:Q404122"
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The following pages link to Optimal stopping under nonlinear expectation (Q404122):
Displaying 37 items.
- Path-dependent optimal stochastic control and viscosity solution of associated Bellman equations (Q255513) (← links)
- Viscosity solutions of fully nonlinear parabolic path dependent PDEs. I. (Q282508) (← links)
- Viscosity solutions of fully nonlinear parabolic path dependent PDEs. II (Q317470) (← links)
- Second order reflected backward stochastic differential equations (Q389069) (← links)
- Second-order BSDEs with general reflection and game options under uncertainty (Q402477) (← links)
- Doubly reflected BSDEs with integrable parameters and related Dynkin games (Q744973) (← links)
- Optimal stopping under adverse nonlinear expectation and related games (Q748312) (← links)
- Viscosity solutions of obstacle problems for fully nonlinear path-dependent PDEs (Q1679471) (← links)
- Strong-viscosity solutions: classical and path-dependent PDEs (Q2002602) (← links)
- Nonconcave robust optimization with discrete strategies under Knightian uncertainty (Q2009179) (← links)
- Optimal multiple stopping problems under \(g\)-expectation (Q2128626) (← links)
- Solving optimal stopping problems under model uncertainty via empirical dual optimisation (Q2153522) (← links)
- Exit times for semimartingales under nonlinear expectation (Q2229688) (← links)
- Corrigendum to: ``Second-order reflected backward stochastic differential equations'' and ``Second-order BSDEs with general reflection and game options under uncertainty'' (Q2240858) (← links)
- Pseudo-Markovian viscosity solutions of fully nonlinear degenerate PPDEs (Q2296085) (← links)
- On the controller-stopper problems with controlled jumps (Q2318101) (← links)
- Optimal stopping with random maturity under nonlinear expectations (Q2360243) (← links)
- On viscosity solutions of path dependent PDEs (Q2438749) (← links)
- Functional and Banach Space Stochastic Calculi: Path-Dependent Kolmogorov Equations Associated with the Frame of a Brownian Motion (Q2801789) (← links)
- A Dual Algorithm for Stochastic Control Problems: Applications to Uncertain Volatility Models and CVA (Q2808183) (← links)
- Nash Equilibria for Game Contingent Claims with Utility-Based Hedging (Q4553299) (← links)
- Comparison of Viscosity Solutions of Fully Nonlinear Degenerate Parabolic Path-Dependent PDEs (Q4592862) (← links)
- Viscosity Solutions of Path-Dependent PDEs with Randomized Time (Q4960820) (← links)
- A class of solvable multidimensional stopping problems in the presence of Knightian uncertainty (Q5022268) (← links)
- A notion of viscosity solutions to second-order Hamilton–Jacobi–Bellman equations with delays (Q5043517) (← links)
- Adaptive Robust Control in Continuous Time (Q5158383) (← links)
- Comparison of Viscosity Solutions of Semilinear Path-Dependent PDEs (Q5210850) (← links)
- Optimal Stopping Under Uncertainty in Drift and Jump Intensity (Q5219694) (← links)
- Calculus via regularizations in Banach spaces and Kolmogorov-type path-dependent equations (Q5225281) (← links)
- On Hedging American Options under Model Uncertainty (Q5258452) (← links)
- An Overview of Viscosity Solutions of Path-Dependent PDEs (Q5374169) (← links)
- Optimal stopping under model ambiguity: A time‐consistent equilibrium approach (Q6054370) (← links)
- Non-Markovian impulse control under nonlinear expectation (Q6073845) (← links)
- Optimal stopping with expectation constraints (Q6126790) (← links)
- Dynamic programming approach to reflected backward stochastic differential equations (Q6177510) (← links)
- Optimal stopping: Bermudan strategies meet non-linear evaluations (Q6595719) (← links)
- A finite-dimensional approximation for partial differential equations on Wasserstein space (Q6615510) (← links)
