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Workshop

Optimal Stopping with expectation constraints

  • Stefan Ankirchner (FSU Jena)
E1 05 (Leibniz-Saal)

Abstract

We discuss several methods for solving stopping problems with expectation constraints.

Katja Heid

Max Planck Institute for Mathematics in the Sciences Contact via Mail

Benjamin Gess

Max-Planck-Institut für Mathematik in den Naturwissenschaften