Hamilton–Jacobi theory for a generalized optimal stopping time problem (Q4264296)
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scientific article; zbMATH DE number 1337959
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Hamilton–Jacobi theory for a generalized optimal stopping time problem |
scientific article; zbMATH DE number 1337959 |
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Hamilton–Jacobi theory for a generalized optimal stopping time problem (English)
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14 August 2000
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Hamilton-Jacobi equation
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optimal stopping time problem
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nonsmooth analysis
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value function and verification theorem
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