Funder
Shandong University
Deutsche Forschungsgemeinschaft
Subject
Applied Mathematics,Analysis
Reference19 articles.
1. A stochastic representation theorem with applications to optimization and obstacle problems;Bank;Ann. Probab.,2004
2. American options, multi-armed bandits, and optimal consumption plans: a unified view;Bank,2003
3. Optimal consumption choice with intertemporal substitution;Bank;Ann. Appl. Probab.,2001
4. Optimal stopping for non-linear expectations;Bayraktar;Stoch. Process. Appl.,2011