%0 Journal Article
%T A Note on $G$- Optimal Stopping Problems
%A Xin Guo
%A Chen Pan
%A Shige Peng
%J Mathematics
%D 2012
%I arXiv
%X We consider a class of discretionary stopping problems within the $G$-framework. We first establish the well-definedness of the stopping problem under the $G$-expectation, by showing the quasi-continuity of the stopped process. We then prove a verification theorem for $G$-optimal stopping problem. One corollary is a direct proof for the well-known fact that the $G$-optimal stopping problem is the same as the classical optimal stopping problem with appropriate parameters, when the payoff function is concave or convex.
%U http://arxiv.org/abs/1211.0598v2