On nonlinear semigroups for Markov processes associated with optimal stopping

DOI10.1007/BF01442137zbMath0419.93090OpenAlexW1992943563MaRDI QIDQ1132837

Makiko Nisio

Publication date: 1978

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01442137

zbMATH Keywords

optimal stoppingMarkov processesnonlinear semigroupsoptimal stochastic control

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Optimal stochastic control (93E20) Groups and semigroups of linear operators (47D03) Stopping times; optimal stopping problems; gambling theory (60G40) Transition functions, generators and resolvents (60J35)

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