Variational inequalities for leavable bounded-velocity control
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Publication:1404795
DOI10.1007/s00245-003-0763-9zbMath1031.93158OpenAlexW2021457629MaRDI QIDQ1404795
Hiroaki Morimoto, Shigeaki Koike
Publication date: 24 August 2003
Published in: Applied Mathematics and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00245-003-0763-9
Optimal stochastic control (93E20) Stopping times; optimal stopping problems; gambling theory (60G40) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)
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