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  • Search: subject:"Pathwise duality"
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Year of publication
Subject
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BSDEs 2 Decision under uncertainty 2 Dual optimization problem 2 Duales Optimierungsproblem 2 Entscheidung unter Unsicherheit 2 Regression analysis 2 Regressionsanalyse 2 Risiko 2 Risk 2 Robust statistics 2 Robustes Verfahren 2 Search theory 2 Suchtheorie 2 g-expectations 2 Ambiguity 1 Model uncertainty 1 Multiple stopping 1 Optimal stopping 1 Pathwise duality 1 Regression 1 Robustness 1 ambiguity 1 model uncertainty 1 multiple stopping 1 optimal stopping 1 pathwise duality 1 regression 1 robustness 1
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Online availability
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Free 1 Undetermined 1
Type of publication
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Article 1 Book / Working Paper 1
Type of publication (narrower categories)
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Arbeitspapier 1 Article in journal 1 Aufsatz in Zeitschrift 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
Language
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English 2
Author
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Schoenmakers, John 2 Schweizer, Nikolaus 2 Stadje, Mitja 2 Laeven, Roger 1 Laeven, Roger J. A. 1
Published in...
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Mathematics of operations research 1 Netspar academic series 1
Source
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ECONIS (ZBW) 2
Showing 1 - 2 of 2
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Robust multiple stopping a duality approach
Laeven, Roger; Schoenmakers, John; Schweizer, Nikolaus; … - 2023 - This version: November 13, 2023
Persistent link: https://www.econbiz.de/10014448107
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Cover Image
Robust multiple stopping : a duality approach
Laeven, Roger J. A.; Schoenmakers, John; Schweizer, Nikolaus - In: Mathematics of operations research 50 (2025) 2, pp. 1250-1276
Persistent link: https://www.econbiz.de/10015444111
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