Mayer and optimal stopping stochastic control problems with discontinuous cost (Q534752): Difference between revisions

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Latest revision as of 01:29, 4 July 2024

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Mayer and optimal stopping stochastic control problems with discontinuous cost
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    Mayer and optimal stopping stochastic control problems with discontinuous cost (English)
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    10 May 2011
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    stochastic control
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    optimal stopping
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    HJB equations
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    HJB variational inequalities
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    discontinuous viscosity solution
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    occupational measures
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