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Author

Da-Xin Huang

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Preprint Aug 2026

Distribution-constrained optimal multiple stopping: the Root-type solution

We consider the distribution-constrained optimal stopping problem introduced by Bayraktar and Miller (Mathematical Finance, 2019) and Beiglbock et al. (PTRF, 2018). Motivated by the multi-marginal Skorokhod embedding problem (SEP) and applications in financial mathematics, we generalize the Root-type solution to the mu...

Shuo-Qing Deng, Da-Xin Huang · 1 citation · ⚡1

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