Robust multiple stopping : a duality approach
Roger J.A. Laeven, John G.M. Schoenmakers, Nikolaus Schweizer, Mitja Stadje
| Year of publication: |
2025
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|---|---|
| Authors: | Laeven, Roger J. A. ; Schoenmakers, John ; Schweizer, Nikolaus ; Stadje, Mitja |
| Published in: |
Mathematics of operations research. - Hanover, Md. : INFORMS, ISSN 1526-5471, ZDB-ID 2004273-5. - Vol. 50.2025, 2, p. 1250-1276
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| Subject: | optimal stopping | ambiguity | model uncertainty | BSDEs | g-expectations | multiple stopping | pathwise duality | regression | robustness | Suchtheorie | Search theory | Entscheidung unter Unsicherheit | Decision under uncertainty | Robustes Verfahren | Robust statistics | Duales Optimierungsproblem | Dual optimization problem | Regressionsanalyse | Regression analysis | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/moor.2021.0237 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015444111