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A linear-quadratric control problem with discretionary stopping - MaRDI portal

A linear-quadratric control problem with discretionary stopping (Q2467048)

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scientific article
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English
A linear-quadratric control problem with discretionary stopping
scientific article

    Statements

    title
    A linear-quadratric control problem with discretionary stopping (English)
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    author
    Shigeaki Koike
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    Hiroaki Morimoto
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    Shigeru Sakaguchi
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    publication date
    18 January 2008
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    zbMATH Keywords
    viscosity solution
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    stopping time
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    linear-quadratic control
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    Identifiers

    Mathematics Subject Classification ID
    49N10
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    49L25
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    49J40
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    93E20
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    zbMATH DE Number
    5228371
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    OpenAlex ID
    W2315337920
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