Optimal stopping under ambiguity in continuous time (Q1938957)
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scientific article; zbMATH DE number 6139046
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal stopping under ambiguity in continuous time |
scientific article; zbMATH DE number 6139046 |
Statements
Optimal stopping under ambiguity in continuous time (English)
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26 February 2013
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optimal stopping
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ambiguity
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uncertainty aversion
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robustness
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continuous-time
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optimal control
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