scientific article; zbMATH DE number 3554123
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Publication:4128657
zbMath0355.93039MaRDI QIDQ4128657
Publication date: 1977
Full work available at URL: http://www.numdam.org/item?id=ASCFM_1976__61_14_115_0
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Optimal stochastic control (93E20) Stopping times; optimal stopping problems; gambling theory (60G40)
Related Items (6)
Infinite Horizon Stochastic Impulse Control with Delay and Random Coefficients ⋮ On a degenerate variational inequality with Neumann boundary conditions ⋮ Convex inequalities in stochastic control ⋮ Optimal Stopping Problems for a Family of Continuous-Time Markov Processes ⋮ Discrete-time hybrid control in Borel spaces: average cost optimality criterion ⋮ Ergodic impulsive control of Feller processes with costly information
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