Discontinuous solutions of deterministic optimal stopping time problems (Q3766387)
From MaRDI portal
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
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