In this paper, we study the optimal multiple stopping problem under the filtration consistent nonlinear expectations … time of processes. We then prove by induction that the value function of the multiple stopping problem can be interpreted … multiple stopping times. If the reward family satisfies some strong regularity conditions, we show that the reward family and …

In this paper, we study the optimal multiple stopping problem under the filtration consistent nonlinear expectations … time of processes. We then prove by induction that the value function of the multiple stopping problem can be interpreted … multiple stopping times. If the reward family satisfies some strong regularity conditions, we show that the reward family and …

In their paper [2], Carmona and Touzi have studied an optimal multiple stopping time problem in a market where the …