Variational inequalities in Hilbert spaces with measures and optimal stopping problems

DOI10.1007/s00245-007-9021-xzbMath1144.49006arXivmath/0608379OpenAlexW2082645456MaRDI QIDQ946223

Viorel Barbu, Carlo Marinelli

Publication date: 22 September 2008

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0608379

zbMATH Keywords

variational inequalities\(m\)-accretive operatorsexcessive measuresKolmogorov operators

Mathematics Subject Classification ID

Variational and other types of inequalities involving nonlinear operators (general) (47J20) Variational inequalities (49J40) Nonlinear accretive operators, dissipative operators, etc. (47H06) Microeconomic theory (price theory and economic markets) (91B24) Optimal stochastic control (93E20) Stopping times; optimal stopping problems; gambling theory (60G40)

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