Optimal stopping for non-linear expectations—Part I E Bayraktar, S Yao
Stochastic Processes and Their Applications 121 (2), 185-211, 2011
75 2011 Optimal stopping for dynamic convex risk measures E Bayraktar, I Karatzas, S Yao
Illinois Journal of Mathematics 54 (3), 1025-1067, 2010
67 2010 Representation theorems for quadratic F-consistent nonlinear expectations Y Hu, J Ma, S Peng, S Yao
Stochastic Processes and their Applications 118 (9), 1518-1551, 2008
40 2008 On the robust optimal stopping problem E Bayraktar, S Yao
SIAM Journal on Control and Optimization 52 (5), 3135-3175, 2014
37 2014 On Quadratic g -Evaluations/Expectations and Related Analysis J Ma, S Yao
Stochastic Analysis and Applications 28 (4), 711-734, 2010
37 2010 Lp solutions of backward stochastic differential equations with jumps S Yao
Stochastic Processes and their Applications 127 (11), 3465-3511, 2017
32 * 2017 Quadratic reflected BSDEs with unbounded obstacles E Bayraktar, S Yao
Stochastic processes and their applications 122 (4), 1155-1203, 2012
32 2012 Doubly reflected BSDEs with integrable parameters and related Dynkin games E Bayraktar, S Yao
Stochastic Processes and their Applications 125 (12), 4489-4542, 2015
21 2015 A weak dynamic programming principle for zero-sum stochastic differential games with unbounded controls E Bayraktar, S Yao
SIAM Journal on Control and Optimization 51 (3), 2036-2080, 2013
21 2013 On the robust Dynkin game E Bayraktar, S Yao
18 2017 Adaptive robust control of programmable valves with manufacturer supplied flow mapping only S Liu, B Yao
2004 43rd IEEE Conference on Decision and Control (CDC)(IEEE Cat. No …, 2004
18 2004 On zero-sum stochastic differential games E Bayraktar, S Yao
arXiv preprint arXiv:1112.5744, 2011
11 2011 Optimal stopping with random maturity under nonlinear expectations E Bayraktar, S Yao
Stochastic Processes and their Applications 127 (8), 2586-2629, 2017
10 2017 Atlas of natural disasters in China S Peng
Science Press, 1992
8 1992 Dynamic programming principles for optimal stopping with expectation constraint E Bayraktar, S Yao
arXiv preprint arXiv:1708.02192, 2017
6 2017 Optimal stopping with expectation constraints E Bayraktar, S Yao
arXiv preprint arXiv:2011.04886, 2020
5 2020 Stochastic control/stopping problem with expectation constraints E Bayraktar, S Yao
arXiv preprint arXiv:2305.18664, 2023
2 2023 Robust optimal stopping under volatility uncertainty E Bayraktar, S Yao
Preprint. Available at, 2013
2 2013 Optimal stopping with expectation constraints E Bayraktar, S Yao
The Annals of Applied Probability 34 (1B), 917-959, 2024
1 2024 Jump-Filtration Consistent Nonlinear Expectations with Domains J Liu, S Yao
Applied Mathematics & Optimization 79 (1), 87-129, 2019
1 2019