Addendum to: ``Optimal stopping under model uncertainty: randomized stopping times approach''.
type: Item
instance of: scholarly article
title: Addendum to: ``Optimal stopping under model uncertainty: randomized stopping times approach''.
zbMATH Open document ID: 1418.60032
DOI: 10.1214/16-AAP1226
author: D. Belomestny
author: Volker Krätschmer
published in: The Annals of Applied Probability
publication date: 2017-08-08T00:00:00Z
full work available at URL: https://projecteuclid.org/euclid.aoap/1495764379
Mathematics Subject Classification ID: 60G40
Mathematics Subject Classification ID: 91G80
zbMATH DE Number: 6758696
zbMATH Keywords: optimized certainty equivalents
zbMATH Keywords: optimal stopping
zbMATH Keywords: primal representation
zbMATH Keywords: additive dual representation
zbMATH Keywords: randomized stopping times
zbMATH Keywords: thin sets
MaRDI profile type: Publication
OpenAlex ID: W2619590844
description: scientific article; zbMATH DE number 6758696