Optimal starting—stopping problems for markov–feller processes

DOI10.1080/17442509608834033zbMath0891.60043OpenAlexW2600669231MaRDI QIDQ4363287

Min Sun, Maurice Robin, José Luis Menaldi

Publication date: 6 July 1998

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://digitalcommons.wayne.edu/mathfrp/45

zbMATH Keywords

variational inequalityFeller processstopping problem

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Stopping times; optimal stopping problems; gambling theory (60G40)

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