An optimal stopping time problem with time average cost in a bounded interval

DOI10.1016/0167-6911(86)90076-9zbMath0608.60047OpenAlexW1981545641MaRDI QIDQ1085882

Min Sun

Publication date: 1986

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6911(86)90076-9

zbMATH Keywords

variational inequalityDirichlet boundary conditionoptimal stopping problem

Mathematics Subject Classification ID

Variational inequalities (49J40) Optimal stochastic control (93E20) Stopping times; optimal stopping problems; gambling theory (60G40)

Related Items (4)

A maximal inequality for stochastic convolution integrals on hilbert spaces and space-time regularity of linear stochastic partial differential equations ⋮ Singular control problems in bounded intervals ⋮ Iterative algorithms for solving undiscounted bellman equations ⋮ On average cost stopping time problems

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• On Some Impulse Control Problems with Long Run Average Cost
• Optimal adaptive controllers for unknown Markov chains
• Optimal Adaptive Control of Linear-Quadratic-Gaussian Systems

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