Pages that link to "Item:Q550130"

The following pages link to Optimal stopping for non-linear expectations. II (Q550130):

Displaying 28 items.

• Optimal stopping under model uncertainty: randomized stopping times approach (Q292928) (← links)
• Second order reflected backward stochastic differential equations (Q389069) (← links)
• Quadratic reflected BSDEs with unbounded obstacles (Q424464) (← links)
• Risk measures for processes and BSDEs (Q486926) (← links)
• Optimal stopping for non-linear expectations. I (Q550129) (← links)
• Doubly reflected BSDEs with integrable parameters and related Dynkin games (Q744973) (← links)
• Optimal stopping under adverse nonlinear expectation and related games (Q748312) (← links)
• Minimax theorems for American options without time-consistency (Q1711726) (← links)
• Optimal stopping for dynamic convex risk measures (Q1928868) (← links)
• Optimal stopping under ambiguity in continuous time (Q1938957) (← links)
• Nonconcave robust optimization with discrete strategies under Knightian uncertainty (Q2009179) (← links)
• Stochastic representation under \(g\)-expectation and applications: the discrete time case (Q2084896) (← links)
• Optimal multiple stopping problems under \(g\)-expectation (Q2128626) (← links)
• Solving optimal stopping problems under model uncertainty via empirical dual optimisation (Q2153522) (← links)
• On the stochastic control-stopping problem (Q2168027) (← links)
• Upper and lower bounds of optimal stopping for a random sequence: the case of finite horizon (Q2290390) (← links)
• On the uniqueness of the optional decomposition of semimartingales (Q2314116) (← links)
• On the controller-stopper problems with controlled jumps (Q2318101) (← links)
• Optimal stopping with random maturity under nonlinear expectations (Q2360243) (← links)
• A Weighted Central Limit Theorem Under Sublinear Expectations (Q2815385) (← links)
• A class of solvable multidimensional stopping problems in the presence of Knightian uncertainty (Q5022268) (← links)
• Optimal stopping under g-Expectation with -integrable reward process (Q5880995) (← links)
• Optimal stopping under model ambiguity: A time‐consistent equilibrium approach (Q6054370) (← links)
• Robust Retirement with Return Ambiguity: Optimal \(\boldsymbol{G}\)-Stopping Time in Dual Space (Q6101528) (← links)
• Optimal stopping with expectation constraints (Q6126790) (← links)
• Reflected backward stochastic difference equations and optimal stopping problems under \(g\)-expectation (Q6137386) (← links)
• Optimal multiple stopping problem under nonlinear expectation (Q6159382) (← links)
• Dynamic programming approach to reflected backward stochastic differential equations (Q6177510) (← links)