Discontinuous solutions of deterministic optimal stopping time problems (Q3766387): Difference between revisions

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Latest revision as of 13:05, 18 June 2024

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Discontinuous solutions of deterministic optimal stopping time problems
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    Discontinuous solutions of deterministic optimal stopping time problems (English)
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    1987
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    discontinuous obstacle
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    deterministic optimal stopping time problem
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    viscosity solution
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    Bellman variational inequality
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    minimum exit time from a domain
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