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math.PR2026
Distribution-constrained optimal multiple stopping: the Root-type solution
Shuoqing Deng, Daxin Huang
We consider the distribution-constrained optimal stopping problem introduced by Bayraktar and Miller (Mathematical Finance, 2019) and Beiglbock et al. (PTRF, 2018). Motivated by th…
math.PR2026
Convex ordering for graphon mean-field systems
Daorong Cui, Shuoqing Deng, Yang Xiang
We establish marginal and functional convex order comparisons for graphon mean-field systems on , including the infinite-horizon setting. A key difficulty is that con…
math.PR2026
Stability of supermartingale optimal transport problems
Shuoqing Deng, Gaoyue Guo, Dominykas Norgilas
We investigate stability properties of weak supermartingale optimal transport (WSOT) problems on . For probability measures satisfying $μ\leq_{cd}…