A Variational Inequality Sufficient Condition for Optimal Stopping with Application to an Optimal Stock Selling Problem

DOI10.1137/050622699zbMath1137.94015OpenAlexW2035008932MaRDI QIDQ3427783

Kurt Helmes, Raymond W. Rishel

Publication date: 27 March 2007

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/050622699

zbMATH Keywords

maximum principleweighted graphsHuygens property\(\omega\)-diffusion\(\omega\)-elastic

Mathematics Subject Classification ID

Initial-boundary value problems for second-order hyperbolic equations (35L20) Initial-boundary value problems for second-order parabolic equations (35K20) Initial value problems for second-order parabolic equations (35K15) Initial value problems for second-order hyperbolic equations (35L15) Applications of graph theory to circuits and networks (94C15)

Related Items (3)

Anticipatory action selection for human-robot table tennis ⋮ Stochastic maximum principle for hybrid optimal control problems under partial observation ⋮ Learning, pricing, timing and hedging of the option to invest for perpetual cash flows with idiosyncratic risk

This page was built for publication: A Variational Inequality Sufficient Condition for Optimal Stopping with Application to an Optimal Stock Selling Problem