Optimal Stopping Problems for a Family of Continuous-Time Markov Processes

DOI10.1007/978-3-030-76928-4_4zbMath1470.60113OpenAlexW3168191732MaRDI QIDQ5153601

Héctor Jasso-Fuentes, Fidel Vásquez-Rojas, José Luis Menaldi

Publication date: 30 September 2021

Published in: Modern Trends in Controlled Stochastic Processes: (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-030-76928-4_4

zbMATH Keywords

variational inequalitiescontinuous-time Markov processesoptimal stopping times

Mathematics Subject Classification ID

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

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