Pages that link to "Item:Q748312"

The following pages link to Optimal stopping under adverse nonlinear expectation and related games (Q748312):

Displaying 31 items.

• Minimizing the probability of lifetime drawdown under constant consumption (Q343998) (← links)
• Second-order BSDEs with general reflection and game options under uncertainty (Q402477) (← links)
• Measurability of semimartingale characteristics with respect to the probability law (Q404599) (← links)
• A stochastic recursive optimal control problem under the G-expectation framework (Q486239) (← links)
• Stochastic control for a class of nonlinear kernels and applications (Q1747758) (← links)
• Nonconcave robust optimization with discrete strategies under Knightian uncertainty (Q2009179) (← links)
• Optimal retirement in a general market environment (Q2045148) (← links)
• Optimal multiple stopping problems under \(g\)-expectation (Q2128626) (← links)
• Nonzero-sum stochastic differential games between an impulse controller and a stopper (Q2194136) (← links)
• Functional inequalities for forward and backward diffusions (Q2201508) (← links)
• On the strict value of the non-linear optimal stopping problem (Q2201525) (← links)
• Reflected backward stochastic differential equation driven by \(G\)-Brownian motion with an upper obstacle (Q2229553) (← links)
• Pathwise superhedging on prediction sets (Q2282966) (← links)
• On the controller-stopper problems with controlled jumps (Q2318101) (← links)
• Arbitrage and duality in nondominated discrete-time models (Q2341632) (← links)
• Optimal stopping with random maturity under nonlinear expectations (Q2360243) (← links)
• A zero-sum stochastic differential game with impulses, precommitment, and unrestricted cost functions (Q2422348) (← links)
• Reflected BSDEs with nonpositive jumps, and controller-and-stopper games (Q2512848) (← links)
• Extended conditional \(G\)-expectations and related stopping times (Q2671652) (← links)
• Nash Equilibria for Game Contingent Claims with Utility-Based Hedging (Q4553299) (← links)
• A class of solvable multidimensional stopping problems in the presence of Knightian uncertainty (Q5022268) (← links)
• Approximation of value function of differential game with minimal cost (Q5037481) (← links)
• How to Detect a Salami Slicer: A Stochastic Controller-and-Stopper Game with Unknown Competition (Q5037503) (← links)
• Optimal Stopping Under Uncertainty in Drift and Jump Intensity (Q5219694) (← links)
• On Hedging American Options under Model Uncertainty (Q5258452) (← links)
• Robust utility maximization of terminal wealth with drift and volatility uncertainty (Q5860818) (← links)
• Optimal stopping under model ambiguity: A time‐consistent equilibrium approach (Q6054370) (← links)
• Non-Markovian impulse control under nonlinear expectation (Q6073845) (← links)
• Robust Retirement with Return Ambiguity: Optimal \(\boldsymbol{G}\)-Stopping Time in Dual Space (Q6101528) (← links)
• Optimal stopping with expectation constraints (Q6126790) (← links)
• Wellposedness of second order reflected BSDEs: A new formulation (Q6198002) (← links)