Robust multiple stopping — A duality approach

Keyphrases

• Model Uncertainty 100%
• Multiple Stopping 100%
• Duality Approach 100%
• Optimal multiple Stopping 100%
• Process-based 50%
• Optimal Stopping 50%
• Representation Results 50%
• Dual Representation 50%
• True Solution 50%
• Jump Diffusion 50%
• Robustness Evaluation 50%
• Stopping Problem 50%
• Reward Processing 50%
• Pathwise Optimality 50%
• Stopping Strategies 50%
• Martingale 50%
• Almost Sure 50%

Mathematics

• Lower and upper bounds 100%
• Optimality 50%
• True Solution 50%
• Optimal Stopping Problem 50%