Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Optimal stopping under model uncertainty: randomized stopping times
  approach   In this work we consider optimal stopping problems with conditional convex
risk measures called optimised certainty equivalents. Without assuming any kind
of time-consistency for the underlying family of risk measures, we derive a
novel representation for the solution of the optimal stopping problem. In
particular, we generalise the additive dual representation of Rogers (2002) to
the case of optimal stopping under uncertainty. Finally, we develop several
Monte Carlo algorithms and illustrate their power for optimal stopping under
Average Value at Risk.

5
The categories of this paper are: gr-qc
29
The categories of this paper are: funct-an
36
The categories of this paper are: cmp-lg
11
The categories of this paper are: hep-lat
18
The categories of this paper are: econ
3
The categories of this paper are: physics
37
The categories of this paper are: supr-con
8
The categories of this paper are: hep-ex
34
The categories of this paper are: chem-ph
19
The categories of this paper are: eess
22
The categories of this paper are: chao-dyn
7
The categories of this paper are: hep-th
27
The categories of this paper are: comp-gas
23
The categories of this paper are: solv-int
14
The categories of this paper are: math-ph
32
The categories of this paper are: atom-ph