On nonlinear semigroups for Markov processes associated with optimal stopping

DOI10.1007/BF01442137zbMath0419.93090OpenAlexW1992943563MaRDI QIDQ1132837

Makiko Nisio

Publication date: 1978

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01442137

zbMATH Keywords

optimal stoppingMarkov processesnonlinear semigroupsoptimal stochastic control

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Optimal stochastic control (93E20) Groups and semigroups of linear operators (47D03) Stopping times; optimal stopping problems; gambling theory (60G40) Transition functions, generators and resolvents (60J35)

Related Items (3)

Stochastic control of symmetric markov processes and nonlinear variational inequalities ⋮ Large Deviation Principle for the Greedy Exploration Algorithm over Erd\"os-R\'enyi Graphs ⋮ Nonlinear semigroups associated with optimal stopping of controlled diffusions under partial observation

Cites Work

• Problemes de temps d’arret optimal et inequations variationnelles paraboliques
• On Stefan’s Problem and Optimal Stopping Rules for Markov Processes
• Control of a Solution of a Stochastic Integral Equation
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