An optimal stopping time problem with time average cost in a bounded interval
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Publication:1085882
DOI10.1016/0167-6911(86)90076-9zbMath0608.60047MaRDI QIDQ1085882
Publication date: 1986
Published in: Systems \& Control Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-6911(86)90076-9
49J40: Variational inequalities
93E20: Optimal stochastic control
60G40: Stopping times; optimal stopping problems; gambling theory
Related Items
On average cost stopping time problems, Iterative algorithms for solving undiscounted bellman equations, A maximal inequality for stochastic convolution integrals on hilbert spaces and space-time regularity of linear stochastic partial differential equations, Singular control problems in bounded intervals
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