A new weak solution to an optimal stopping problem (Q2026587)
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scientific article; zbMATH DE number 7349945
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new weak solution to an optimal stopping problem |
scientific article; zbMATH DE number 7349945 |
Statements
A new weak solution to an optimal stopping problem (English)
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20 May 2021
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weak solution
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viscosity solution
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variational inequality
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optimal stopping problem
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free-boundary problem
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penalty method
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