Addendum to: ``Optimal stopping under model uncertainty: randomized stopping times approach.

DOI10.1214/16-AAP1226zbMath1418.60032OpenAlexW2619590844MaRDI QIDQ2013583

Volker Krätschmer, Denis Belomestny

Publication date: 8 August 2017

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.aoap/1495764379

zbMATH Keywords

optimal stoppingthin setsadditive dual representationoptimized certainty equivalentsprimal representationrandomized stopping times

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Financial applications of other theories (91G80)

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