"Do the clouds make rain? Or is it the rain that makes the clouds? What makes it descend so copiously? Who is it that has the leisure to devote himself, with such abandoned glee, to making these things happen?"
E. Bayraktar, A. Cox, and Y. Stoev. (2017)cite arxiv:1701.06231Comment: Final version. To appear in SIAM Journal on Control and Optimization. Keywords: nonlinear Martingale optimal transport, dynamic programming, optimal stopping, stochastic Perron's method, viscosity solutions, state constraints, exit time problem, concave envelope, distribution constraints.