Addendum to: ``Optimal stopping under model uncertainty: randomized stopping times approach''. (Q2013583)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Addendum to: ``Optimal stopping under model uncertainty: randomized stopping times approach. |
scientific article; zbMATH DE number 6758696
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Addendum to: ``Optimal stopping under model uncertainty: randomized stopping times approach''. |
scientific article; zbMATH DE number 6758696 |
Statements
Addendum to: ``Optimal stopping under model uncertainty: randomized stopping times approach''. (English)
0 references
8 August 2017
0 references
optimized certainty equivalents
0 references
optimal stopping
0 references
primal representation
0 references
additive dual representation
0 references
randomized stopping times
0 references
thin sets
0 references