Discontinuous solutions of deterministic optimal stopping time problems (Q3766387): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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