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scientific article; zbMATH DE number 3637704 - MaRDI portal

scientific article; zbMATH DE number 3637704

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Publication:4198592

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zbMath0409.93054MaRDI QIDQ4198592

Michael Kohlmann, Raymond W. Rishel

Publication date: 1979

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

zbMATH Keywords

Variational Inequality Jump Process Stopping Time Problem

Mathematics Subject Classification ID

Variational inequalities (49J40) Optimal stochastic control (93E20) Stopping times; optimal stopping problems; gambling theory (60G40)

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