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Optimal multiple stopping problem under nonlinear expectation - MaRDI portal

Optimal multiple stopping problem under nonlinear expectation (Q6159382)

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scientific article; zbMATH DE number 7682777
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English
Optimal multiple stopping problem under nonlinear expectation
scientific article; zbMATH DE number 7682777

    Statements

    title
    Optimal multiple stopping problem under nonlinear expectation (English)
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    author
    Hanwu Li
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    publication date
    5 May 2023
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    zbMATH Keywords
    nonlinear expectations
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    optimal stopping
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    optimal multiple stopping
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    aggregation
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    Identifiers

    arXiv ID
    1908.07174
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    DOI
    10.1017/apr.2022.15
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    zbMATH DE Number
    7682777
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    OpenAlex ID
    W2969557097
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