2 papers
eess.SY2026
Sensitivity analysis for stopping criteria with application to organ transplantations
Xingyu Ren, Michael C. Fu, Steven I. Marcus
We consider a stopping problem and its application to the decision-making process regarding the optimal timing of organ transplantation for individual patients. At each decision pe…
eess.SY2025
On Structural Properties of Risk-Averse Optimal Stopping Problems
Xingyu Ren, Michael C. Fu, Steven I. Marcus
We establish structural properties of optimal stopping problems under time-consistent dynamic (coherent) risk measures, focusing on value function monotonicity and the existence of…