Optimal multiple stopping problem under nonlinear expectation

DOI10.1017/apr.2022.15zbMath1523.60071arXiv1908.07174OpenAlexW2969557097MaRDI QIDQ6159382

Hanwu Li

Publication date: 5 May 2023

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1908.07174

zbMATH Keywords

aggregationoptimal stoppingoptimal multiple stoppingnonlinear expectations

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Stopping times; optimal stopping problems; gambling theory (60G40)

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