Pages that link to "Item:Q456223"

The following pages link to Optimal stopping time problem in a general framework (Q456223):

Displaying 46 items.

• Reflected BSDEs and robust optimal stopping for dynamic risk measures with jumps (Q740194) (← links)
• On average cost stopping time problems (Q806159) (← links)
• Optimal double stopping time problem (Q847103) (← links)
• An optimal stopping time problem with time average cost in a bounded interval (Q1085882) (← links)
• On zero-sum optimal stopping games (Q1630415) (← links)
• Minimax theorems for American options without time-consistency (Q1711726) (← links)
• Reflected BSDEs with optional barrier in a general filtration (Q1715756) (← links)
• Optimal stopping of marked point processes and reflected backward stochastic differential equations (Q2041000) (← links)
• American options in nonlinear markets (Q2042845) (← links)
• On the finite horizon optimal switching problem with random lag (Q2045122) (← links)
• Risk-sensitive optimal stopping with unbounded terminal cost function (Q2076651) (← links)
• Doubly reflected backward stochastic differential equations in the predictable setting (Q2116473) (← links)
• Nonlinear predictable representation and \({\mathbb{L}^1} \)-solutions of backward SDEs and second-order backward SDEs (Q2155508) (← links)
• RBSDEs with optional barriers: monotone approximation (Q2165734) (← links)
• On the strict value of the non-linear optimal stopping problem (Q2201525) (← links)
• Irregular barrier reflected BDSDEs with general jumps under stochastic Lipschitz and linear growth conditions (Q2209741) (← links)
• Optimal stopping with \(f\)-expectations: the irregular case (Q2301478) (← links)
• Optimal stopping problems with restricted stopping times (Q2358495) (← links)
• BSDEs with right upper-semicontinuous reflecting obstacle and stochastic Lipschitz coefficient (Q2415412) (← links)
• Reflected BSDEs with regulated trajectories (Q2419968) (← links)
• Iterative construction of the optimal Bermudan stopping time (Q2488505) (← links)
• On a stopping game in continuous time (Q2809215) (← links)
• Time-randomized stopping problems for a family of utility functions (Q2810982) (← links)
• Reflected BSDEs when the obstacle is not right-continuous in a general filtration (Q2974529) (← links)
• Randomized Stopping Times: DOOB'S Optiomal Sampling Theorem and Optimal Stopping (Q3696225) (← links)
• Some time-invariant stopping rule problems (Q4327884) (← links)
• (Q4381295) (← links)
• (Q4448963) (← links)
• Optimal stopping problems under general restriction (Q4574522) (← links)
• Perron’s method for viscosity solutions of semilinear path dependent PDEs (Q4584673) (← links)
• OPTIMAL STOPPING FOR THE LAST EXIT TIME (Q4645777) (← links)
• (Q4730553) (← links)
• (Q4923815) (← links)
• Reflected BSDEs when the obstacle is predictable and nonlinear optimal stopping problem (Q5021120) (← links)
• Reflected and doubly reflected BSDEs driven by RCLL martingales (Q5038443) (← links)
• On the Compensator in the Doob--Meyer Decomposition of the Snell Envelope (Q5232208) (← links)
• An Optimal Dividend Problem with Capital Injections over a Finite Horizon (Q5232239) (← links)
• Finite Horizon Impulse control of Stochastic Functional Differential Equations (Q6042798) (← links)
• Existence and uniqueness for reflected BSDE with multivariate point process and right upper semicontinuous obstacle (Q6062261) (← links)
• RBDSDEs with jumps and optional Barrier and mean field game with common noise (Q6115727) (← links)
• Optimal stopping in predictable setting (Q6149348) (← links)
• Reflections on BSDEs (Q6545184) (← links)
• Reflected and doubly reflected backward stochastic differential equations with irregular obstacles and a large set of stopping strategies (Q6556234) (← links)
• Optimal stopping: Bermudan strategies meet non-linear evaluations (Q6595719) (← links)
• Backward stochastic differential equations with conditional reflection and related recursive optimal control problems (Q6608782) (← links)
• Optional strong semimartingale inequalities for the strong Snell envelopes (Q6614289) (← links)