Discontinuous solutions of deterministic optimal stopping time problems (Q3766387)

From MaRDI portal
Revision as of 12:09, 5 February 2024 by Import240129110113 (talk | contribs) (Added link to MaRDI item.)
scientific article
Language Label Description Also known as
English
Discontinuous solutions of deterministic optimal stopping time problems
scientific article

    Statements

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

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references