Robust multiple stopping a duality approach

Roger Laeven, John G.M. Schoenmakers, Nikolaus Schweizer, Mitja Stadje

Year of publication:	[2023] ; This version: November 13, 2023
Authors:	Laeven, Roger ; Schoenmakers, John ; Schweizer, Nikolaus ; Stadje, Mitja
Publisher:	[Tilburg] : Netspar, Network for Studies on Pensions, Aging and Retirement
Subject:	Optimal stopping \| Multiple stopping \| Robustness \| Model uncertainty \| Ambiguity \| Pathwise duality \| g-expectations \| BSDEs \| Regression \| Suchtheorie \| Search theory \| Risiko \| Risk \| Robustes Verfahren \| Robust statistics \| Entscheidung unter Unsicherheit \| Decision under uncertainty \| Duales Optimierungsproblem \| Dual optimization problem \| Regressionsanalyse \| Regression analysis

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