Mayer and optimal stopping stochastic control problems with discontinuous cost (Q534752)
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scientific article; zbMATH DE number 5886417
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mayer and optimal stopping stochastic control problems with discontinuous cost |
scientific article; zbMATH DE number 5886417 |
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Mayer and optimal stopping stochastic control problems with discontinuous cost (English)
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10 May 2011
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stochastic control
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optimal stopping
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HJB equations
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HJB variational inequalities
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discontinuous viscosity solution
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occupational measures
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