Variational Inequalities for Combined Control and Stopping
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Publication:4443001
DOI10.1137/S0363012901369041zbMath1042.49031OpenAlexW2046580048MaRDI QIDQ4443001
Publication date: 8 January 2004
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s0363012901369041
Variational inequalities (49J40) Optimal stochastic control (93E20) Stopping times; optimal stopping problems; gambling theory (60G40) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)
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