Optimal Stopping Under Model Uncertainty in a General Setting

Ihsan Arharas, Siham Bouhadou, Astrid Hilbert +1

We consider the optimal stopping time problem under model uncertainty $R(v)= {\text{ess}\sup\limits}_{ \mathbb{P} \in \mathcal{P}} {\text{ess}\sup\limits}_{τ\in \mathcal{S}_v} E^\…