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scientific article; zbMATH DE number 4126415 - MaRDI portal

scientific article; zbMATH DE number 4126415

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Publication:4206181

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zbMath0687.60045MaRDI QIDQ4206181

Bernt Øksendal

Publication date: 1990

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

zbMATH Keywords

free boundary problems high contact principle in optimal stopping optimal expected reward function

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Probabilistic potential theory (60J45)

Related Items (2)

Global \(C^1\) regularity of the value function in optimal stopping problems ⋮ The high contact principle with reward functions involving initial points

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