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S. Källblad:
"A Dynamic Programming Principle for Distribution-Constrained Optimal Stopping";
arXiv.org, submitted March (2017), 17 pages.

We consider an optimal stopping problem where a constraint is placed on the distribution of the stopping time. Reformulating the problem in terms of so-called measure-valued martingales allows us to transform the marginal constraint into an initial condition and view the problem as a stochastic control problem; we establish the corresponding dynamic programming principle.