Viscosity solutions of optimal stopping problems (Q4385261)

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scientific article; zbMATH DE number 1140259
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English
Viscosity solutions of optimal stopping problems
scientific article; zbMATH DE number 1140259

    Statements

    title
    Viscosity solutions of optimal stopping problems (English)
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    author
    Bernt Øksendal
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    Kristin Reikvam
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    publication date
    26 May 1999
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    zbMATH Keywords
    optimal stopping
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    variational inequalities
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    viscosity solutions
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    Identifiers

    Mathematics Subject Classification ID
    60G40
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    49L25
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    49J40
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    zbMATH DE Number
    1140259
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