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Q4925761 - MaRDI portal

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scientific article; zbMATH DE number 6174828
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English
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scientific article; zbMATH DE number 6174828

    Statements

    author
    Arijit Chakrabarty
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    Xin Guo
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    publication date
    12 June 2013
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    zbMATH Keywords
    optimal stopping
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    uncertainty aversion
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    dynamic variational preferences
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    dynamic convex risk measures
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    dynamic penalty
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    time consistency
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    multiplier preferences
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    entropic risk
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    average value at risk
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    Identifiers

    Mathematics Subject Classification ID
    60G40
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    62L15
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    91B16
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    91B30
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    zbMATH DE Number
    6174828
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