On Lipschitz Continuous Optimal Stopping Boundaries
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Publication:4614936
DOI10.1137/17M1113709zbMath1442.60048arXiv1701.07491OpenAlexW2962731325WikidataQ61833291 ScholiaQ61833291MaRDI QIDQ4614936
Tiziano De Angelis, Gabriele Stabile
Publication date: 1 February 2019
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1701.07491
Stopping times; optimal stopping problems; gambling theory (60G40) Free boundary problems for PDEs (35R35)
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