scientific article

DOI10.1512/iumj.1983.32.32026zbMath0487.49014OpenAlexW4249327948MaRDI QIDQ3948207

Suzanne M. Lenhart

Publication date: 1983

Published in: Indiana University Mathematics Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1512/iumj.1983.32.32026

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Bellman equationnonlinear elliptic equationoptimal stopping timeobstacle

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Smoothness and regularity of solutions to PDEs (35B65) Dynamic programming (90C39) Optimal stochastic control (93E20) Stopping times; optimal stopping problems; gambling theory (60G40) Diffusion processes (60J60) Hamilton-Jacobi theories (49L99) Existence of optimal solutions to problems involving randomness (49J55)

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