On the time consistent solution to optimal stopping problems with expectation constraint

Fuente: arXiv

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Bibliographic Details
Main Authors:	Christensen, Sören, Klein, Maike, Schultz, Boy
Format:	Preprint
Published:	2023
Subjects:	Probability Optimization and Control 60G40, 60J70, 91A25, 91B51
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2311.05378