The obstacle problem of integro-partial differential equations with applications to stochastic optimal control/stopping problem
type: Item
instance of: scholarly article
title: The obstacle problem of integro-partial differential equations with applications to stochastic optimal control/stopping problem
zbMATH Open document ID: 1451.93420
author: Lei Zhang
author: Bin Liu
published in: Journal of the Franklin Institute
publication date: 2019-02-06T00:00:00Z
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 93C20
Mathematics Subject Classification ID: 35R09
Mathematics Subject Classification ID: 60G40
Mathematics Subject Classification ID: 60H15
zbMATH DE Number: 7013588
zbMATH Keywords: integro-partial differential equations
zbMATH Keywords: obstacle problem
zbMATH Keywords: stochastic optimal control
zbMATH Keywords: optimal stopping
MaRDI profile type: Publication
full work available at URL: j.jfranklin.2018.12.005
OpenAlex ID: W2906657237
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Wikidata QID: Q128731070
DOI: 10.1016/J.JFRANKLIN.2018.12.005
description: scientific article; zbMATH DE number 7013588